-48.5%
DXCM vs ILMN
-43.7%
-4.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.2% | -0.8% |
| 7D | -3.7% | -9.8% | +6.1% | -1.5% |
| 30D | -5.0% | -22.7% | +17.8% | -0.2% |
| 3M | -8.8% | +12.1% | -20.9% | -13.7% |
| 6M | +31.9% | +51.5% | -19.6% | +14.4% |
| YTD | +20.4% | +63.9% | -43.4% | +1.7% |
| 1Y | +45.7% | +76.6% | -30.8% | +20.6% |
| 3Y | -15.0% | +124.6% | -139.6% | -41.5% |
| 5Y | -48.5% | -42.7% | -5.8% | -29.2% |
| All | -48.5% | -43.7% | -4.8% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling