+616.0%
DUK vs ILMN
+1,401.8%
-785.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | -1.7% | +9.2% | -10.9% | -2.3% |
| 3M | -0.4% | +29.8% | -30.3% | -2.2% |
| 6M | -7.2% | +69.2% | -76.4% | -10.5% |
| YTD | +5.3% | +66.4% | -61.1% | +1.6% |
| 1Y | +3.0% | +123.4% | -120.5% | -2.8% |
| 3Y | +53.1% | +33.2% | +19.9% | +47.7% |
| 5Y | +37.9% | -52.0% | +89.9% | +40.2% |
| 10Y | +124.8% | +33.6% | +91.2% | +110.5% |
| All | +616.0% | +1,401.8% | -785.8% | +384.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling