+75.5%
DE vs ILMN
+41.2%
+34.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.1% |
| 7D | +10.0% | +1.2% | +8.8% | +9.8% |
| 30D | +13.3% | +9.2% | +4.1% | +11.8% |
| 3M | +17.5% | +29.8% | -12.3% | +12.8% |
| 6M | +13.6% | +69.2% | -55.6% | +4.5% |
| YTD | +49.8% | +66.4% | -16.6% | +37.5% |
| 1Y | +47.9% | +123.4% | -75.5% | +27.5% |
| All | +75.5% | +41.2% | +34.4% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling