+2,894.9%
DXCM vs ILMN
+5,466.5%
-2,571.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.5% |
| 7D | -3.2% | +1.2% | -4.4% | -3.6% |
| 30D | +6.3% | +9.2% | -2.8% | +3.1% |
| 3M | +21.1% | +29.8% | -8.8% | +10.7% |
| 6M | +20.6% | +69.2% | -48.6% | +1.1% |
| YTD | +32.4% | +66.4% | -33.9% | +11.2% |
| 1Y | +8.8% | +123.4% | -114.6% | -19.4% |
| 3Y | -13.7% | +33.2% | -46.9% | -28.6% |
| 5Y | -35.2% | -52.0% | +16.8% | -27.0% |
| 10Y | +281.8% | +33.6% | +248.2% | +202.2% |
| All | +2,894.9% | +5,466.5% | -2,571.6% | +1,065.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling