+4,193.1%
DHR vs ILMN
+1,401.8%
+2,791.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | -3.9% | +1.2% | -5.1% | -4.1% |
| 30D | +4.0% | +9.2% | -5.2% | +2.6% |
| 3M | +11.5% | +29.8% | -18.4% | +6.9% |
| 6M | +1.9% | +69.2% | -67.3% | -6.4% |
| YTD | -8.9% | +66.4% | -75.3% | -16.3% |
| 1Y | +5.1% | +123.4% | -118.3% | -8.1% |
| 3Y | -10.3% | +33.2% | -43.5% | -16.7% |
| 5Y | -27.8% | -52.0% | +24.2% | -24.3% |
| 10Y | +203.6% | +33.6% | +170.0% | +173.7% |
| All | +4,193.1% | +1,401.8% | +2,791.3% | +2,244.4% |
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