+4,769.4%
DHR vs ILMN
+1,419.4%
+3,350.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.6% |
| 7D | +3.1% | -2.6% | +5.7% | +3.5% |
| 30D | +7.0% | -20.6% | +27.6% | +10.4% |
| 3M | +15.0% | +17.5% | -2.4% | +11.7% |
| 6M | +37.9% | +55.6% | -17.7% | +27.9% |
| YTD | +3.3% | +68.3% | -65.0% | -5.7% |
| 1Y | +12.8% | +81.1% | -68.3% | +1.8% |
| 3Y | +22.4% | +112.2% | -89.8% | +5.9% |
| 5Y | -9.1% | -42.6% | +33.5% | -7.4% |
| 10Y | +247.9% | +70.5% | +177.5% | +204.8% |
| All | +4,769.4% | +1,419.4% | +3,350.0% | +2,540.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling