-48.1%
DXCM vs ILMN
-44.7%
-3.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.7% |
| 7D | +4.9% | -2.9% | +7.8% | +5.6% |
| 30D | -0.2% | -23.8% | +23.7% | +5.1% |
| 3M | -8.9% | +7.5% | -16.4% | -12.9% |
| 6M | +42.3% | +42.8% | -0.5% | +25.3% |
| YTD | +25.6% | +57.8% | -32.3% | +6.9% |
| 1Y | +39.5% | +72.6% | -33.1% | +16.0% |
| 3Y | -15.3% | +129.3% | -144.6% | -42.5% |
| All | -48.1% | -44.7% | -3.4% | -29.7% |
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