+250.2%
DOCN vs ILMN
+127.6%
+122.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.2% |
| 7D | +1.1% | +1.2% | -0.1% | +0.8% |
| 30D | -9.6% | +9.2% | -18.8% | -11.7% |
| 3M | -37.7% | +29.8% | -67.5% | -42.3% |
| 6M | +115.2% | +69.2% | +46.0% | +82.4% |
| YTD | +133.7% | +66.4% | +67.4% | +97.5% |
| 1Y | +250.2% | +123.4% | +126.8% | +168.5% |
| All | +250.2% | +127.6% | +122.5% | +168.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling