+58.0%
ILMN vs D
+47.7%
+10.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +0.7% | -3.1% | +3.8% | +1.5% |
| 30D | -22.7% | +8.4% | -31.1% | -24.7% |
| 3M | +8.6% | +0.2% | +8.4% | +8.1% |
| 6M | +43.8% | +9.5% | +34.4% | +39.0% |
| YTD | +59.8% | +18.8% | +41.0% | +50.0% |
| 1Y | +71.8% | +14.7% | +57.1% | +62.9% |
| 3Y | +119.0% | +72.9% | +46.0% | +78.4% |
| 5Y | -43.8% | +13.1% | -56.9% | -47.9% |
| All | +58.0% | +47.7% | +10.3% | +31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling