-51.4%
ILMN vs D
+4.5%
-55.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -1.2% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | +9.2% | -3.6% | +12.7% | +10.3% |
| 3M | +29.8% | -1.0% | +30.8% | +30.2% |
| 6M | +69.2% | +6.3% | +62.9% | +65.4% |
| YTD | +66.4% | +14.7% | +51.7% | +58.3% |
| 1Y | +123.4% | +16.9% | +106.5% | +110.5% |
| 3Y | +33.2% | +56.8% | -23.6% | +9.1% |
| All | -51.4% | +4.5% | -55.9% | -53.4% |
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