+790.0%
DIA vs ILMN
+1,401.8%
-611.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.4% |
| 7D | -0.2% | +1.2% | -1.4% | -0.3% |
| 30D | -1.5% | +9.2% | -10.7% | -2.6% |
| 3M | +3.8% | +29.8% | -26.1% | +0.4% |
| 6M | +10.3% | +69.2% | -58.9% | +3.3% |
| YTD | +12.1% | +66.4% | -54.3% | +5.0% |
| 1Y | +18.6% | +123.4% | -104.8% | +6.8% |
| 3Y | +60.6% | +33.2% | +27.5% | +50.8% |
| 5Y | +64.4% | -52.0% | +116.4% | +69.5% |
| 10Y | +250.1% | +33.6% | +216.5% | +217.3% |
| All | +790.0% | +1,401.8% | -611.8% | +432.8% |
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