+153.0%
DASH vs ILMN
+33.7%
+119.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.1% | -4.3% |
| 7D | -10.6% | +1.2% | -11.8% | -10.8% |
| 30D | +2.2% | +9.2% | -7.0% | -0.2% |
| 3M | +32.3% | +29.8% | +2.4% | +23.4% |
| 6M | +19.1% | +69.2% | -50.1% | +3.8% |
| YTD | -6.5% | +66.4% | -72.9% | -18.4% |
| 1Y | -14.9% | +123.4% | -138.3% | -31.3% |
| All | +153.0% | +33.7% | +119.3% | +143.7% |
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