+38.2%
DXCM vs ILMN
+74.5%
-36.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.6% |
| 7D | -9.2% | -6.0% | -3.2% | -8.6% |
| 30D | -6.5% | -23.0% | +16.6% | -4.3% |
| 3M | -10.3% | +10.4% | -20.7% | -15.3% |
| 6M | +35.4% | +49.4% | -14.0% | +15.8% |
| YTD | +21.1% | +62.3% | -41.3% | +0.1% |
| 1Y | +38.2% | +73.7% | -35.5% | +12.0% |
| All | +38.2% | +74.5% | -36.3% | +12.0% |
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 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