+208.4%
DHR vs ILMN
+28.5%
+179.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.2% |
| 7D | -0.8% | +1.9% | -2.7% | -1.4% |
| 30D | +0.2% | +12.3% | -12.1% | -3.1% |
| 3M | +12.1% | +33.5% | -21.5% | +2.5% |
| 6M | +5.4% | +69.4% | -63.9% | -10.4% |
| YTD | -10.0% | +60.9% | -70.9% | -22.8% |
| 1Y | +4.1% | +115.0% | -110.9% | -19.1% |
| 3Y | -5.2% | +37.0% | -42.2% | -19.1% |
| 5Y | -28.2% | -53.1% | +24.9% | -20.4% |
| 10Y | +208.4% | +27.6% | +180.8% | +153.7% |
| All | +208.4% | +28.5% | +179.9% | +153.7% |
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