+21.0%
DHR vs ILMN
+118.2%
-97.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +1.2% | -2.9% | +4.1% | +2.0% |
| 30D | +3.7% | -23.8% | +27.5% | +10.6% |
| 3M | +14.5% | +7.5% | +7.0% | +10.6% |
| 6M | +40.9% | +42.8% | -1.8% | +24.9% |
| YTD | +2.4% | +57.8% | -55.4% | -12.5% |
| 1Y | +6.1% | +72.6% | -66.5% | -11.7% |
| 3Y | +21.0% | +129.3% | -108.3% | -9.6% |
| All | +21.0% | +118.2% | -97.2% | -9.6% |
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 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