+8.5%
DT vs ILMN
+33.7%
-25.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.3% |
| 7D | -3.3% | +1.2% | -4.5% | -3.5% |
| 30D | +2.0% | +9.2% | -7.1% | +0.2% |
| 3M | +20.0% | +29.8% | -9.8% | +13.6% |
| 6M | +39.3% | +69.2% | -29.9% | +24.6% |
| YTD | +19.8% | +66.4% | -46.6% | +7.1% |
| 1Y | +4.3% | +123.4% | -119.1% | -12.9% |
| All | +8.5% | +33.7% | -25.2% | -0.6% |
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