+34.3%
DLR vs ILMN
-51.8%
+86.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +1.6% | +1.2% | +0.4% | +1.3% |
| 30D | -3.4% | +9.2% | -12.5% | -4.9% |
| 3M | +0.5% | +29.8% | -29.3% | -4.3% |
| 6M | +4.6% | +69.2% | -64.6% | -5.5% |
| YTD | +23.4% | +66.4% | -43.0% | +11.3% |
| 1Y | +19.0% | +123.4% | -104.4% | +0.2% |
| 3Y | +56.5% | +33.2% | +23.4% | +43.2% |
| All | +34.3% | -51.8% | +86.1% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling