+57.3%
DRAM vs ILMN
+68.4%
-11.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -1.8% |
| 7D | +18.0% | +0.7% | +17.2% | +17.6% |
| 30D | -17.4% | -22.7% | +5.4% | -6.2% |
| 3M | -20.3% | +8.6% | -29.0% | -25.2% |
| 6M | -14.9% | +43.8% | -58.7% | -29.4% |
| All | +57.3% | +68.4% | -11.1% | +23.3% |
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 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