+27.6%
ILMN vs DAR
+367.0%
-339.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.2% | -4.1% |
| 7D | +1.9% | -0.9% | +2.8% | +2.1% |
| 30D | +12.3% | +13.0% | -0.7% | +7.9% |
| 3M | +33.5% | +15.0% | +18.6% | +27.3% |
| 6M | +69.4% | +26.8% | +42.5% | +56.1% |
| YTD | +60.9% | +86.4% | -25.5% | +31.8% |
| 1Y | +115.0% | +115.1% | -0.1% | +67.3% |
| 3Y | +37.0% | +14.6% | +22.4% | +24.7% |
| 5Y | -53.1% | -8.8% | -44.4% | -55.5% |
| 10Y | +27.6% | +356.5% | -329.0% | -31.3% |
| All | +27.6% | +367.0% | -339.4% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling