+376.8%
DDOG vs ILMN
-27.3%
+404.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | +0.1% | +1.4% |
| 7D | -23.9% | -9.7% | -14.2% | -20.0% |
| 30D | -34.0% | -20.4% | -13.6% | -26.6% |
| 3M | -21.9% | +10.0% | -31.9% | -26.0% |
| 6M | +24.6% | +49.5% | -24.9% | +1.7% |
| YTD | +31.7% | +62.5% | -30.8% | +2.1% |
| 1Y | -6.2% | +76.0% | -82.2% | -30.1% |
| 3Y | +125.1% | +94.2% | +30.9% | +43.3% |
| 5Y | -3.5% | -46.3% | +42.8% | +21.8% |
| All | +376.8% | -27.3% | +404.1% | +339.8% |
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