+18.6%
DIA vs ILMN
+127.6%
-109.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.5% |
| 7D | -0.2% | +1.2% | -1.4% | -0.2% |
| 30D | -1.5% | +9.2% | -10.7% | -1.9% |
| 3M | +3.8% | +29.8% | -26.1% | +2.5% |
| 6M | +10.3% | +69.2% | -58.9% | +7.5% |
| YTD | +12.1% | +66.4% | -54.3% | +9.2% |
| 1Y | +18.6% | +123.4% | -104.8% | +14.3% |
| All | +18.6% | +127.6% | -109.0% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling