-50.3%
DOCS vs ILMN
-52.5%
+2.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.2% |
| 7D | -1.4% | +1.2% | -2.6% | -1.8% |
| 30D | +21.8% | +9.2% | +12.6% | +17.4% |
| 3M | +27.3% | +29.8% | -2.6% | +14.6% |
| 6M | -0.3% | +69.2% | -69.5% | -18.8% |
| YTD | -40.5% | +66.4% | -106.9% | -51.2% |
| 1Y | -61.5% | +123.4% | -184.9% | -72.2% |
| 3Y | +8.2% | +33.2% | -25.0% | -8.4% |
| 5Y | -73.4% | -52.0% | -21.5% | -56.0% |
| All | -50.3% | -52.5% | +2.2% | -14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling