+123.4%
ILMN vs D
+16.8%
+106.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.6% |
| 7D | +1.2% | +1.5% | -0.2% | +1.5% |
| 30D | +9.2% | -2.6% | +11.8% | +8.7% |
| 3M | +29.8% | 0.0% | +29.8% | +30.1% |
| 6M | +69.2% | +7.4% | +61.8% | +72.1% |
| YTD | +66.4% | +15.9% | +50.5% | +73.0% |
| 1Y | +123.4% | +18.1% | +105.3% | +136.0% |
| All | +123.4% | +16.8% | +106.6% | +136.0% |
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