-37.4%
DOW vs ILMN
-51.8%
+14.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -2.8% |
| 7D | -2.4% | +1.2% | -3.6% | -2.6% |
| 30D | +0.4% | +9.2% | -8.8% | -1.3% |
| 3M | -14.4% | +29.8% | -44.2% | -18.7% |
| 6M | -7.0% | +69.2% | -76.2% | -16.3% |
| YTD | +30.2% | +66.4% | -36.2% | +16.8% |
| 1Y | +29.2% | +123.4% | -94.2% | +8.1% |
| 3Y | -36.7% | +33.2% | -69.9% | -44.1% |
| All | -37.4% | -51.8% | +14.4% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling