+59.7%
ILMN vs D
+44.7%
+14.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | -9.8% | +2.4% | -12.2% | -10.4% |
| 30D | -22.7% | +10.9% | -33.7% | -25.2% |
| 3M | +12.1% | +2.8% | +9.2% | +10.7% |
| 6M | +51.5% | +12.7% | +38.8% | +45.2% |
| YTD | +63.9% | +20.3% | +43.5% | +53.3% |
| 1Y | +76.6% | +17.1% | +59.4% | +66.4% |
| 3Y | +124.6% | +75.1% | +49.4% | +82.4% |
| 5Y | -42.7% | +13.1% | -55.9% | -46.9% |
| 10Y | +59.7% | +48.3% | +11.4% | +34.5% |
| All | +59.7% | +44.7% | +14.9% | +34.5% |
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