-4.9%
DOW vs ILMN
-29.5%
+24.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.3% |
| 7D | -9.5% | -9.7% | +0.2% | -7.7% |
| 30D | +13.1% | -20.4% | +33.5% | +17.4% |
| 3M | +4.8% | +10.0% | -5.2% | +0.7% |
| 6M | -16.7% | +49.5% | -66.1% | -25.8% |
| YTD | +38.9% | +62.5% | -23.6% | +19.6% |
| 1Y | +48.3% | +76.0% | -27.7% | +25.2% |
| 3Y | -24.4% | +94.2% | -118.5% | -40.7% |
| 5Y | -29.2% | -46.3% | +17.1% | -25.4% |
| All | -4.9% | -29.5% | +24.7% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling