+62.5%
DRAM vs ILMN
+82.0%
-19.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.9% | -0.4% | -3.0% |
| 7D | -16.6% | -21.6% | +4.9% | -7.6% |
| 30D | -26.9% | -22.9% | -4.0% | -18.4% |
| 3M | -17.8% | +11.6% | -29.4% | -24.0% |
| 6M | +6.2% | +62.5% | -56.3% | -17.9% |
| All | +62.5% | +82.0% | -19.5% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling