+772.8%
DIA vs ILMN
+1,342.1%
-569.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +1.6% | +0.7% | +0.8% | +1.5% |
| 30D | +1.2% | -22.7% | +24.0% | +3.9% |
| 3M | -2.4% | +8.6% | -11.0% | -4.0% |
| 6M | +5.7% | +43.8% | -38.2% | +0.4% |
| YTD | +9.9% | +59.8% | -49.8% | +2.8% |
| 1Y | +9.8% | +71.8% | -62.0% | +1.8% |
| 3Y | +59.8% | +119.0% | -59.2% | +41.2% |
| 5Y | +57.7% | -43.8% | +101.5% | +58.9% |
| 10Y | +235.8% | +56.4% | +179.4% | +199.4% |
| All | +772.8% | +1,342.1% | -569.3% | +421.8% |
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