+1,045.4%
ILMN vs D
+727.1%
+318.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.1% | -1.0% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | +9.2% | -3.6% | +12.7% | +10.7% |
| 3M | +29.8% | -1.0% | +30.8% | +30.2% |
| 6M | +69.2% | +6.3% | +62.9% | +64.1% |
| YTD | +66.4% | +14.7% | +51.7% | +56.2% |
| 1Y | +123.4% | +16.9% | +106.5% | +107.5% |
| 3Y | +33.2% | +56.8% | -23.6% | +7.6% |
| 5Y | -52.0% | +5.2% | -57.2% | -54.9% |
| 10Y | +33.6% | +35.9% | -2.2% | +7.0% |
| All | +1,045.4% | +727.1% | +318.3% | +426.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling