-11.6%
DHR vs ILMN
-46.1%
+34.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.7% | +1.0% |
| 7D | -0.9% | -9.7% | +8.8% | +1.9% |
| 30D | +5.4% | -20.4% | +25.8% | +11.4% |
| 3M | +15.3% | +10.0% | +5.3% | +10.6% |
| 6M | +32.1% | +49.5% | -17.3% | +15.3% |
| YTD | +1.2% | +62.5% | -61.3% | -14.6% |
| 1Y | +10.1% | +76.0% | -65.9% | -9.3% |
| 3Y | +19.9% | +94.2% | -74.3% | -9.3% |
| All | -11.6% | -46.1% | +34.6% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling