+39.1%
DLR vs ILMN
-44.2%
+83.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | +5.0% | +0.7% | +4.3% | +4.9% |
| 30D | +3.0% | -22.7% | +25.7% | +7.0% |
| 3M | -6.3% | +8.6% | -14.9% | -8.5% |
| 6M | -4.8% | +43.8% | -48.6% | -12.0% |
| YTD | +21.0% | +59.8% | -38.7% | +8.8% |
| 1Y | +15.1% | +71.8% | -56.6% | +2.1% |
| 3Y | +56.0% | +119.0% | -63.0% | +25.2% |
| 5Y | +39.1% | -43.8% | +82.9% | +44.4% |
| All | +39.1% | -44.2% | +83.4% | +44.4% |
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