+2,777.7%
DXCM vs ILMN
+5,205.8%
-2,428.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -8.2% | +3.6% | -2.1% |
| 7D | +5.7% | -28.3% | +34.0% | +15.3% |
| 30D | +1.3% | -24.0% | +25.2% | +8.2% |
| 3M | +2.2% | +4.1% | -1.9% | -1.7% |
| 6M | +42.0% | +49.6% | -7.6% | +21.3% |
| YTD | +27.3% | +58.6% | -31.3% | +6.0% |
| 1Y | +42.5% | +69.9% | -27.4% | +16.2% |
| 3Y | -13.3% | +82.9% | -96.2% | -36.8% |
| 5Y | -46.8% | -47.6% | +0.8% | -43.0% |
| 10Y | +445.8% | +58.8% | +387.0% | +307.4% |
| All | +2,777.7% | +5,205.8% | -2,428.1% | +1,011.9% |
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