+240.9%
DIA vs ILMN
+61.7%
+179.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +1.5% |
| 7D | +0.8% | -2.6% | +3.3% | +1.1% |
| 30D | +1.4% | -20.6% | +22.1% | +5.1% |
| 3M | -2.7% | +17.5% | -20.2% | -6.8% |
| 6M | +6.2% | +55.6% | -49.4% | -3.9% |
| YTD | +10.1% | +68.3% | -58.2% | -2.6% |
| 1Y | +13.0% | +81.1% | -68.1% | -1.6% |
| 3Y | +61.9% | +112.2% | -50.3% | +30.7% |
| 5Y | +57.1% | -42.6% | +99.7% | +63.7% |
| 10Y | +240.9% | +70.5% | +170.4% | +190.4% |
| All | +240.9% | +61.7% | +179.2% | +190.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling