+168.1%
DAL vs ILMN
+83.5%
+84.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.2% | +3.8% | -2.5% |
| 7D | +4.6% | -28.3% | +32.8% | +11.9% |
| 30D | +2.3% | -24.0% | +26.3% | +7.9% |
| 3M | -8.1% | +4.1% | -12.2% | -11.1% |
| 6M | +21.4% | +49.6% | -28.1% | +6.0% |
| YTD | +24.3% | +58.6% | -34.3% | +5.5% |
| 1Y | +47.4% | +69.9% | -22.5% | +22.5% |
| All | +168.1% | +83.5% | +84.5% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling