+54.4%
DUK vs ILMN
-43.2%
+97.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.3% | +0.7% |
| 7D | +1.9% | -9.8% | +11.7% | +2.2% |
| 30D | +10.5% | -22.7% | +33.3% | +11.2% |
| 3M | +7.3% | +12.1% | -4.7% | +6.3% |
| 6M | +5.7% | +51.5% | -45.8% | +3.2% |
| YTD | +12.9% | +63.9% | -51.0% | +9.7% |
| 1Y | +8.6% | +76.6% | -68.0% | +5.1% |
| 3Y | +63.5% | +124.6% | -61.1% | +53.5% |
| All | +54.4% | -43.2% | +97.7% | +52.8% |
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