-10.4%
DOW vs ILMN
-30.2%
+19.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.2% |
| 7D | -2.9% | +1.9% | -4.8% | -3.4% |
| 30D | +2.0% | +12.3% | -10.3% | -0.9% |
| 3M | -12.5% | +33.5% | -46.1% | -18.7% |
| 6M | -9.2% | +69.4% | -78.6% | -20.7% |
| YTD | +30.8% | +60.9% | -30.1% | +14.8% |
| 1Y | +29.4% | +115.0% | -85.6% | +4.4% |
| 3Y | -34.6% | +37.0% | -71.6% | -43.2% |
| 5Y | -35.9% | -53.1% | +17.2% | -28.2% |
| All | -10.4% | -30.2% | +19.8% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling