+782.7%
DE vs ILMN
+64.4%
+718.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.1% | 0.0% |
| 7D | +3.3% | -9.8% | +13.1% | +5.2% |
| 30D | +10.7% | -22.7% | +33.5% | +15.4% |
| 3M | +13.1% | +12.1% | +1.1% | +8.7% |
| 6M | +20.2% | +51.5% | -31.3% | +8.0% |
| YTD | +48.9% | +63.9% | -15.0% | +30.4% |
| 1Y | +46.6% | +76.6% | -30.0% | +26.3% |
| 3Y | +91.4% | +124.6% | -33.2% | +49.6% |
| 5Y | +108.1% | -42.7% | +150.9% | +115.6% |
| 10Y | +782.7% | +59.7% | +723.0% | +618.7% |
| All | +782.7% | +64.4% | +718.3% | +618.7% |
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