+39.6%
DUK vs ILMN
-52.9%
+92.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.0% |
| 7D | +0.7% | +1.9% | -1.2% | +0.6% |
| 30D | -2.0% | +12.3% | -14.3% | -2.5% |
| 3M | +0.2% | +33.5% | -33.3% | -1.0% |
| 6M | -6.9% | +69.4% | -76.3% | -9.1% |
| YTD | +6.1% | +60.9% | -54.8% | +3.8% |
| 1Y | +4.4% | +115.0% | -110.5% | +0.5% |
| 3Y | +49.1% | +37.0% | +12.1% | +46.7% |
| 5Y | +39.6% | -53.1% | +92.7% | +35.2% |
| All | +39.6% | -52.9% | +92.5% | +35.2% |
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