+76.0%
ILMN vs D
+19.8%
+56.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +1.9% |
| 7D | -9.7% | +3.0% | -12.7% | -8.5% |
| 30D | -20.4% | +11.5% | -31.9% | -17.3% |
| 3M | +10.0% | +3.7% | +6.3% | +13.3% |
| 6M | +49.5% | +13.5% | +35.9% | +57.3% |
| YTD | +62.5% | +20.7% | +41.8% | +72.4% |
| 1Y | +76.0% | +18.2% | +57.7% | +88.2% |
| All | +76.0% | +19.8% | +56.2% | +88.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling