+404.2%
DXCM vs ILMN
+60.6%
+343.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +2.5% | -8.4% | -6.8% |
| 7D | -3.5% | -9.7% | +6.2% | -0.7% |
| 30D | -5.8% | -20.4% | +14.6% | -0.4% |
| 3M | -4.3% | +10.0% | -14.4% | -10.4% |
| 6M | +31.6% | +49.5% | -17.9% | +9.8% |
| YTD | +19.6% | +62.5% | -42.8% | -3.9% |
| 1Y | +36.9% | +76.0% | -39.1% | +6.8% |
| 3Y | -16.3% | +94.2% | -110.4% | -44.0% |
| 5Y | -50.0% | -46.3% | -3.7% | -41.6% |
| All | +404.2% | +60.6% | +343.6% | +261.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling