-48.1%
DOCS vs ILMN
+71.2%
-119.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.2% | +3.9% | -2.1% |
| 7D | -1.3% | -28.3% | +27.0% | +7.3% |
| 30D | +19.4% | -24.0% | +43.4% | +27.2% |
| 3M | +53.4% | +4.1% | +49.3% | +44.9% |
| 6M | +28.8% | +49.6% | -20.8% | -2.0% |
| YTD | -25.1% | +58.6% | -83.7% | -45.2% |
| 1Y | -48.1% | +69.9% | -118.0% | -65.0% |
| All | -48.1% | +71.2% | -119.3% | -65.0% |
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