+41.5%
DRAM vs ILMN
+71.3%
-29.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.5% | +3.7% | +4.8% |
| 7D | -18.2% | -9.7% | -8.5% | -13.2% |
| 30D | -34.5% | -20.4% | -14.1% | -26.7% |
| 3M | -23.6% | +10.0% | -33.6% | -28.8% |
| 6M | -19.3% | +49.5% | -68.8% | -34.5% |
| All | +41.5% | +71.3% | -29.7% | +9.9% |
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 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