-42.6%
ILMN vs D
+14.9%
-57.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | -2.6% | +0.8% | -3.3% | -2.8% |
| 30D | -20.6% | +10.7% | -31.3% | -22.9% |
| 3M | +17.5% | +2.3% | +15.2% | +16.5% |
| 6M | +55.6% | +12.5% | +43.1% | +49.7% |
| YTD | +68.3% | +20.1% | +48.2% | +57.7% |
| 1Y | +81.1% | +15.6% | +65.6% | +71.7% |
| 3Y | +112.2% | +75.2% | +37.0% | +65.8% |
| 5Y | -42.6% | +14.6% | -57.2% | -44.2% |
| All | -42.6% | +14.9% | -57.5% | -44.2% |
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 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