-43.8%
ILMN vs D
+13.1%
-56.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -2.9% | -1.4% | -1.5% | -2.6% |
| 30D | -23.8% | +7.7% | -31.6% | -25.5% |
| 3M | +7.5% | -0.3% | +7.7% | +7.3% |
| 6M | +42.8% | +10.1% | +32.7% | +38.1% |
| YTD | +57.8% | +19.1% | +38.8% | +48.0% |
| 1Y | +72.6% | +15.9% | +56.7% | +63.2% |
| 3Y | +129.3% | +75.0% | +54.3% | +78.5% |
| All | -43.8% | +13.1% | -56.9% | -45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling