-51.1%
DOCS vs ILMN
-49.5%
-1.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.2% | +3.9% | -1.7% |
| 7D | -1.3% | -28.3% | +27.0% | +8.7% |
| 30D | +19.4% | -24.0% | +43.4% | +28.8% |
| 3M | +53.4% | +4.1% | +49.3% | +47.5% |
| 6M | +28.8% | +49.6% | -20.8% | +8.4% |
| YTD | -25.1% | +58.6% | -83.7% | -38.3% |
| 1Y | -48.1% | +69.9% | -118.0% | -58.3% |
| 3Y | +51.4% | +82.9% | -31.5% | +4.8% |
| 5Y | -51.1% | -47.6% | -3.5% | -24.0% |
| All | -51.1% | -49.5% | -1.6% | -24.0% |
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 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