-4.5%
DASH vs ILMN
-33.9%
+29.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.9% | -0.7% |
| 7D | -4.8% | -2.6% | -2.2% | -4.1% |
| 30D | -7.9% | -20.6% | +12.7% | -1.0% |
| 3M | -16.3% | +17.5% | -33.8% | -25.0% |
| 6M | +10.4% | +55.6% | -45.2% | -13.4% |
| YTD | -20.1% | +68.3% | -88.4% | -40.2% |
| 1Y | -11.4% | +81.1% | -92.5% | -35.9% |
| 3Y | +114.1% | +112.2% | +1.9% | +25.3% |
| 5Y | -5.8% | -42.6% | +36.8% | +19.2% |
| All | -4.5% | -33.9% | +29.4% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling