+102.9%
DAL vs ILMN
-46.1%
+149.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.6% |
| 7D | +8.8% | -9.7% | +18.5% | +11.2% |
| 30D | +5.4% | -20.4% | +25.8% | +10.4% |
| 3M | -4.9% | +10.0% | -14.9% | -9.2% |
| 6M | +19.8% | +49.5% | -29.6% | +4.9% |
| YTD | +27.0% | +62.5% | -35.5% | +7.4% |
| 1Y | +52.5% | +76.0% | -23.5% | +26.0% |
| 3Y | +173.8% | +94.2% | +79.7% | +107.1% |
| All | +102.9% | -46.1% | +149.0% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling