+11.7%
DIA vs ILMN
+74.7%
-63.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.2% |
| 7D | +0.9% | -9.8% | +10.7% | +1.4% |
| 30D | +1.1% | -22.7% | +23.9% | +2.2% |
| 3M | -2.9% | +12.1% | -14.9% | -3.9% |
| 6M | +5.9% | +51.5% | -45.6% | +2.9% |
| YTD | +9.8% | +63.9% | -54.1% | +4.2% |
| 1Y | +11.7% | +76.6% | -64.8% | +4.2% |
| All | +11.7% | +74.7% | -63.0% | +4.2% |
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