+7.4%
DASH vs ILMN
-51.8%
+59.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.1% | -4.0% |
| 7D | -10.6% | +1.2% | -11.8% | -11.1% |
| 30D | +2.2% | +9.2% | -7.0% | -2.3% |
| 3M | +32.3% | +29.8% | +2.4% | +16.5% |
| 6M | +19.1% | +69.2% | -50.1% | -7.5% |
| YTD | -6.5% | +66.4% | -72.9% | -27.4% |
| 1Y | -14.9% | +123.4% | -138.3% | -44.0% |
| 3Y | +151.9% | +33.2% | +118.8% | +103.9% |
| All | +7.4% | -51.8% | +59.2% | +96.4% |
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