-45.5%
ILMN vs DAR
-41.1%
-4.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.7% |
| 7D | -9.7% | -9.9% | +0.3% | -7.0% |
| 30D | -20.4% | -16.4% | -4.0% | -16.6% |
| 3M | +10.0% | -17.1% | +27.1% | +14.8% |
| 6M | +49.5% | -20.5% | +70.0% | +57.4% |
| YTD | +62.5% | +39.4% | +23.1% | +43.4% |
| 1Y | +76.0% | +57.2% | +18.7% | +49.3% |
| 3Y | +94.2% | +13.9% | +80.3% | +75.7% |
| All | -45.5% | -41.1% | -4.5% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling