-47.3%
DOCS vs ILMN
+92.1%
-139.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.9% | +11.2% | +7.6% |
| 7D | +1.2% | -21.6% | +22.8% | +7.3% |
| 30D | +21.3% | -22.9% | +44.2% | +29.0% |
| 3M | +58.4% | +11.6% | +46.8% | +47.8% |
| 6M | +39.3% | +62.5% | -23.3% | +5.1% |
| YTD | -21.7% | +72.7% | -94.4% | -42.8% |
| 1Y | -47.3% | +93.9% | -141.2% | -64.6% |
| All | -47.3% | +92.1% | -139.5% | -64.6% |
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 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