+59.0%
ILMN vs D
+47.5%
+11.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | -6.0% | -2.4% | -3.6% | -5.4% |
| 30D | -23.0% | +9.0% | -32.0% | -25.2% |
| 3M | +10.4% | +1.0% | +9.5% | +9.6% |
| 6M | +49.4% | +11.0% | +38.4% | +43.9% |
| YTD | +62.3% | +19.8% | +42.6% | +52.1% |
| 1Y | +73.7% | +16.0% | +57.7% | +64.2% |
| 3Y | +122.5% | +74.4% | +48.2% | +80.9% |
| 5Y | -43.2% | +13.5% | -56.7% | -47.4% |
| 10Y | +59.0% | +48.4% | +10.6% | +33.3% |
| All | +59.0% | +47.5% | +11.5% | +33.3% |
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