-6.2%
DOW vs ILMN
-27.0%
+20.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -2.1% |
| 7D | -9.4% | -2.6% | -6.9% | -9.0% |
| 30D | +8.9% | -20.6% | +29.6% | +13.2% |
| 3M | +6.7% | +17.5% | -10.7% | +1.1% |
| 6M | -14.2% | +55.6% | -69.8% | -24.3% |
| YTD | +36.9% | +68.3% | -31.4% | +17.0% |
| 1Y | +45.8% | +81.1% | -35.4% | +22.3% |
| 3Y | -23.9% | +112.2% | -136.1% | -41.5% |
| 5Y | -30.8% | -42.6% | +11.8% | -28.4% |
| All | -6.2% | -27.0% | +20.8% | -30.8% |
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