+39.3%
DOCS vs ILMN
+67.2%
-28.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.9% | +11.2% | +6.7% |
| 7D | +1.2% | -21.6% | +22.8% | +3.5% |
| 30D | +21.3% | -22.9% | +44.2% | +24.0% |
| 3M | +58.4% | +11.6% | +46.8% | +59.7% |
| 6M | +39.3% | +62.5% | -23.3% | +6.2% |
| All | +39.3% | +67.2% | -28.0% | +6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling