+32.3%
ILMN vs D
+34.8%
-2.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.4% |
| 7D | +1.2% | +1.5% | -0.2% | +0.8% |
| 30D | +9.2% | -2.6% | +11.8% | +10.0% |
| 3M | +29.8% | 0.0% | +29.8% | +29.8% |
| 6M | +69.2% | +7.4% | +61.8% | +64.8% |
| YTD | +66.4% | +15.9% | +50.5% | +57.9% |
| 1Y | +123.4% | +18.1% | +105.3% | +110.2% |
| 3Y | +33.2% | +58.4% | -25.2% | +11.6% |
| 5Y | -52.0% | +5.2% | -57.2% | -54.4% |
| All | +32.3% | +34.8% | -2.5% | +15.4% |
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