+89.5%
ILMN vs D
+82.3%
+7.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.2% | -8.0% | -8.2% |
| 7D | -28.3% | +6.9% | -35.2% | -28.6% |
| 30D | -24.0% | +12.3% | -36.3% | -24.8% |
| 3M | +4.1% | +3.0% | +1.0% | +4.3% |
| 6M | +49.6% | +12.8% | +36.8% | +47.5% |
| YTD | +58.6% | +22.6% | +36.0% | +53.1% |
| 1Y | +69.9% | +21.7% | +48.2% | +64.2% |
| All | +89.5% | +82.3% | +7.2% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling