-10.8%
DOW vs ILMN
-27.8%
+17.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -2.7% |
| 7D | -2.4% | +1.2% | -3.6% | -2.7% |
| 30D | +0.4% | +9.2% | -8.8% | -1.8% |
| 3M | -14.4% | +29.8% | -44.2% | -19.8% |
| 6M | -7.0% | +69.2% | -76.2% | -18.7% |
| YTD | +30.2% | +66.4% | -36.2% | +13.4% |
| 1Y | +29.2% | +123.4% | -94.2% | +3.3% |
| 3Y | -36.7% | +33.2% | -69.9% | -44.7% |
| 5Y | -37.7% | -52.0% | +14.3% | -30.5% |
| All | -10.8% | -27.8% | +17.0% | -33.0% |
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