+51.9%
DOW vs ILMN
+92.1%
-40.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -3.4% |
| 7D | -4.2% | -21.6% | +17.4% | -5.1% |
| 30D | +14.7% | -22.9% | +37.6% | +13.7% |
| 3M | +9.1% | +11.6% | -2.5% | +8.8% |
| 6M | -17.7% | +62.5% | -80.2% | -15.6% |
| YTD | +44.6% | +72.7% | -28.1% | +40.1% |
| 1Y | +51.9% | +93.9% | -42.0% | +36.5% |
| All | +51.9% | +92.1% | -40.2% | +36.5% |
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