-4.4%
DDOG vs ILMN
-44.2%
+39.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.7% |
| 7D | +5.6% | +0.7% | +4.9% | +5.2% |
| 30D | -34.9% | -22.7% | -12.2% | -27.1% |
| 3M | -23.4% | +8.6% | -32.1% | -26.8% |
| 6M | -7.7% | +43.8% | -51.6% | -22.3% |
| YTD | +35.6% | +59.8% | -24.1% | +7.5% |
| 1Y | -3.4% | +71.8% | -75.2% | -26.0% |
| 3Y | +78.0% | +119.0% | -41.0% | +7.0% |
| 5Y | -4.4% | -43.8% | +39.4% | +32.9% |
| All | -4.4% | -44.2% | +39.8% | +32.9% |
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