-47.6%
ILMN vs D
+14.9%
-62.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.2% | -8.0% | -8.1% |
| 7D | -28.3% | +6.9% | -35.2% | -29.6% |
| 30D | -24.0% | +12.3% | -36.3% | -26.4% |
| 3M | +4.1% | +3.0% | +1.0% | +3.2% |
| 6M | +49.6% | +12.8% | +36.8% | +44.0% |
| YTD | +58.6% | +22.6% | +36.0% | +47.9% |
| 1Y | +69.9% | +21.7% | +48.2% | +58.6% |
| 3Y | +82.9% | +83.9% | -1.0% | +40.3% |
| 5Y | -47.6% | +14.0% | -61.6% | -49.6% |
| All | -47.6% | +14.9% | -62.5% | -49.6% |
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