-20.2%
DOCN vs ILMN
-44.3%
+24.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.9% | -2.3% | -4.5% |
| 7D | -20.0% | -21.6% | +1.5% | -9.3% |
| 30D | -38.8% | -22.9% | -15.9% | -29.8% |
| 3M | -34.8% | +11.6% | -46.4% | -40.1% |
| 6M | -22.8% | +62.5% | -85.3% | -43.5% |
| YTD | +74.6% | +72.7% | +1.9% | +20.6% |
| 1Y | +116.4% | +93.9% | +22.6% | +39.9% |
| 3Y | +239.3% | +99.2% | +140.2% | +92.9% |
| 5Y | -20.2% | -44.8% | +24.6% | +47.1% |
| All | -20.2% | -44.3% | +24.1% | +47.1% |
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