+423.1%
DXCM vs ILMN
+61.7%
+361.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +0.9% |
| 7D | -4.4% | -2.6% | -1.8% | -3.9% |
| 30D | -3.6% | -20.6% | +17.0% | +2.1% |
| 3M | -4.3% | +17.5% | -21.8% | -12.3% |
| 6M | +33.8% | +55.6% | -21.9% | +10.2% |
| YTD | +22.1% | +68.3% | -46.2% | -3.0% |
| 1Y | +47.4% | +81.1% | -33.7% | +14.0% |
| 3Y | -12.3% | +112.2% | -124.4% | -43.4% |
| 5Y | -49.1% | -42.6% | -6.5% | -42.0% |
| 10Y | +423.1% | +70.5% | +352.6% | +268.0% |
| All | +423.1% | +61.7% | +361.4% | +268.0% |
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