+351.3%
DAL vs ILMN
+1,259.6%
-908.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.3% |
| 7D | +0.1% | +1.2% | -1.1% | -0.3% |
| 30D | -13.9% | +9.2% | -23.1% | -16.6% |
| 3M | +1.1% | +29.8% | -28.8% | -7.7% |
| 6M | +26.2% | +69.2% | -43.0% | +5.5% |
| YTD | +16.4% | +66.4% | -50.0% | -3.3% |
| 1Y | +33.9% | +123.4% | -89.6% | -0.8% |
| 3Y | +93.4% | +33.2% | +60.2% | +63.3% |
| 5Y | +106.4% | -52.0% | +158.3% | +129.1% |
| 10Y | +143.0% | +33.6% | +109.4% | +70.6% |
| All | +351.3% | +1,259.6% | -908.3% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling