-8.1%
DT vs ILMN
+88.1%
-96.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.0% |
| 7D | -24.7% | -9.7% | -15.0% | -23.4% |
| 30D | -27.4% | -20.4% | -7.0% | -24.5% |
| 3M | -11.1% | +10.0% | -21.1% | -13.3% |
| 6M | +13.7% | +49.5% | -35.8% | +4.2% |
| YTD | +0.2% | +62.5% | -62.3% | -10.0% |
| 1Y | -5.7% | +76.0% | -81.7% | -16.6% |
| 3Y | -8.1% | +94.2% | -102.3% | -21.3% |
| All | -8.1% | +88.1% | -96.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling