+44.6%
DXCM vs ILMN
+92.1%
-47.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.9% | +11.5% | +7.1% |
| 7D | +12.5% | -21.6% | +34.1% | +15.1% |
| 30D | +1.8% | -22.9% | +24.7% | +4.6% |
| 3M | +1.8% | +11.6% | -9.8% | -3.2% |
| 6M | +47.4% | +62.5% | -15.2% | +25.4% |
| YTD | +33.3% | +72.7% | -39.4% | +11.4% |
| 1Y | +44.6% | +93.9% | -49.2% | +20.1% |
| All | +44.6% | +92.1% | -47.5% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling