+59.8%
ILMN vs D
+42.6%
+17.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.9% |
| 7D | -9.7% | +3.0% | -12.7% | -10.5% |
| 30D | -20.4% | +11.5% | -31.9% | -23.1% |
| 3M | +10.0% | +3.7% | +6.3% | +8.4% |
| 6M | +49.5% | +13.5% | +35.9% | +43.1% |
| YTD | +62.5% | +20.7% | +41.8% | +52.0% |
| 1Y | +76.0% | +18.2% | +57.7% | +65.5% |
| 3Y | +94.2% | +73.3% | +20.9% | +58.4% |
| 5Y | -46.3% | +12.3% | -58.6% | -50.1% |
| All | +59.8% | +42.6% | +17.3% | +40.6% |
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