+3,340.7%
DLR vs ILMN
+6,693.7%
-3,353.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.7% | -0.7% |
| 7D | -3.6% | -9.7% | +6.1% | -1.8% |
| 30D | -3.5% | -20.4% | +16.9% | +0.1% |
| 3M | -8.9% | +10.0% | -18.9% | -11.4% |
| 6M | -11.6% | +49.5% | -61.1% | -19.1% |
| YTD | +14.9% | +62.5% | -47.6% | +2.7% |
| 1Y | +6.4% | +76.0% | -69.5% | -6.3% |
| 3Y | +47.3% | +94.2% | -46.9% | +22.6% |
| 5Y | +32.8% | -46.3% | +79.1% | +36.7% |
| 10Y | +169.6% | +62.7% | +106.8% | +115.2% |
| All | +3,340.7% | +6,693.7% | -3,353.0% | +1,200.6% |
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