+60.1%
DIA vs ILMN
+124.5%
-64.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -1.6% | -6.0% | +4.4% | -1.0% |
| 30D | +1.3% | -23.0% | +24.3% | +3.8% |
| 3M | -2.1% | +10.4% | -12.5% | -4.1% |
| 6M | +6.2% | +49.4% | -43.2% | 0.0% |
| YTD | +10.3% | +62.3% | -52.0% | +2.2% |
| 1Y | +11.0% | +73.7% | -62.7% | +1.8% |
| All | +60.1% | +124.5% | -64.4% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling