+4.8%
DASH vs ILMN
-32.2%
+36.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -4.9% | +13.2% | +10.2% |
| 7D | +17.2% | -21.6% | +38.7% | +27.0% |
| 30D | +3.6% | -22.9% | +26.4% | +12.4% |
| 3M | -1.9% | +11.6% | -13.5% | -10.1% |
| 6M | +15.1% | +62.5% | -47.5% | -11.5% |
| YTD | -12.3% | +72.7% | -85.0% | -35.0% |
| 1Y | -17.2% | +93.9% | -111.1% | -41.8% |
| 3Y | +114.7% | +99.2% | +15.5% | +31.5% |
| 5Y | -4.3% | -44.8% | +40.5% | +23.0% |
| All | +4.8% | -32.2% | +36.9% | +33.1% |
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 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