-52.3%
DOCS vs ILMN
-44.3%
-7.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.9% | +11.2% | +7.9% |
| 7D | +1.2% | -21.6% | +22.8% | +8.5% |
| 30D | +21.3% | -22.9% | +44.2% | +30.4% |
| 3M | +58.4% | +11.6% | +46.8% | +49.0% |
| 6M | +39.3% | +62.5% | -23.3% | +14.1% |
| YTD | -21.7% | +72.7% | -94.4% | -37.3% |
| 1Y | -47.3% | +93.9% | -141.2% | -59.5% |
| 3Y | +58.2% | +99.2% | -41.0% | +6.4% |
| 5Y | -52.3% | -44.8% | -7.5% | -15.9% |
| All | -52.3% | -44.3% | -7.9% | -15.9% |
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