+10.7%
DHR vs ILMN
+92.1%
-81.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +3.2% |
| 7D | +0.4% | -21.6% | +21.9% | +5.5% |
| 30D | +6.2% | -22.9% | +29.1% | +11.9% |
| 3M | +20.8% | +11.6% | +9.2% | +16.0% |
| 6M | +35.5% | +62.5% | -27.0% | +18.4% |
| YTD | +3.2% | +72.7% | -69.5% | -12.1% |
| 1Y | +10.7% | +93.9% | -83.2% | -7.7% |
| All | +10.7% | +92.1% | -81.5% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling