+248.5%
DHR vs ILMN
+56.2%
+192.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -0.9% |
| 7D | +2.6% | +0.7% | +1.8% | +2.3% |
| 30D | +4.2% | -22.7% | +26.9% | +11.3% |
| 3M | +13.0% | +8.6% | +4.4% | +8.7% |
| 6M | +40.2% | +43.8% | -3.6% | +23.3% |
| YTD | +2.0% | +59.8% | -57.7% | -13.8% |
| 1Y | +6.6% | +71.8% | -65.2% | -12.0% |
| 3Y | +19.9% | +119.0% | -99.1% | -12.5% |
| 5Y | -11.7% | -43.8% | +32.1% | -7.5% |
| All | +248.5% | +56.2% | +192.3% | +176.7% |
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