-26.7%
DT vs ILMN
-51.8%
+25.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.1% |
| 7D | -3.3% | +1.2% | -4.5% | -3.7% |
| 30D | +2.0% | +9.2% | -7.1% | -1.1% |
| 3M | +20.0% | +29.8% | -9.8% | +9.3% |
| 6M | +39.3% | +69.2% | -29.9% | +15.6% |
| YTD | +19.8% | +66.4% | -46.6% | -0.8% |
| 1Y | +4.3% | +123.4% | -119.1% | -23.4% |
| 3Y | +7.7% | +33.2% | -25.5% | -7.6% |
| All | -26.7% | -51.8% | +25.2% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling