+868.5%
DE vs ILMN
+29.2%
+839.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.4% | -1.2% |
| 7D | +0.7% | +1.9% | -1.2% | +0.3% |
| 30D | +9.6% | +12.3% | -2.6% | +7.0% |
| 3M | +19.0% | +33.5% | -14.6% | +11.8% |
| 6M | +16.1% | +69.4% | -53.3% | +3.5% |
| YTD | +47.0% | +60.9% | -13.9% | +31.8% |
| 1Y | +43.1% | +115.0% | -71.8% | +19.1% |
| 3Y | +77.5% | +37.0% | +40.5% | +58.0% |
| 5Y | +96.4% | -53.1% | +149.5% | +116.1% |
| All | +868.5% | +29.2% | +839.3% | +706.6% |
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