+0.1%
DOW vs ILMN
-31.6%
+31.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +5.2% | -2.9% | +8.1% | +5.8% |
| 30D | +13.2% | -23.8% | +37.0% | +18.6% |
| 3M | +10.1% | +7.5% | +2.6% | +6.2% |
| 6M | -13.1% | +42.8% | -55.8% | -21.9% |
| YTD | +46.1% | +57.8% | -11.7% | +26.5% |
| 1Y | +50.0% | +72.6% | -22.6% | +27.1% |
| 3Y | -20.2% | +129.3% | -149.6% | -39.9% |
| 5Y | -27.7% | -44.5% | +16.8% | -25.0% |
| All | +0.1% | -31.6% | +31.6% | -25.2% |
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