+93.9%
ILMN vs D
+23.9%
+70.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.4% | -9.3% | -3.1% |
| 7D | -21.6% | +8.5% | -30.1% | -18.9% |
| 30D | -22.9% | +14.3% | -37.2% | -19.2% |
| 3M | +11.6% | +1.8% | +9.8% | +15.2% |
| 6M | +62.5% | +13.0% | +49.5% | +71.2% |
| YTD | +72.7% | +22.7% | +50.0% | +84.2% |
| 1Y | +93.9% | +22.6% | +71.2% | +106.3% |
| All | +93.9% | +23.9% | +70.0% | +106.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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