+247.9%
DHR vs ILMN
+61.7%
+186.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.1% |
| 7D | +3.1% | -2.6% | +5.7% | +3.8% |
| 30D | +7.0% | -20.6% | +27.6% | +13.4% |
| 3M | +15.0% | +17.5% | -2.4% | +8.2% |
| 6M | +37.9% | +55.6% | -17.7% | +18.6% |
| YTD | +3.3% | +68.3% | -65.0% | -14.0% |
| 1Y | +12.8% | +81.1% | -68.3% | -8.2% |
| 3Y | +22.4% | +112.2% | -89.8% | -9.9% |
| 5Y | -9.1% | -42.6% | +33.5% | -5.3% |
| 10Y | +247.9% | +70.5% | +177.5% | +169.6% |
| All | +247.9% | +61.7% | +186.2% | +169.6% |
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