-43.8%
ILMN vs DAR
-27.0%
-16.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.5% |
| 7D | -2.9% | +11.6% | -14.4% | -5.8% |
| 30D | -23.8% | -10.2% | -13.6% | -21.7% |
| 3M | +7.5% | -14.8% | +22.3% | +11.5% |
| 6M | +42.8% | -10.1% | +52.8% | +45.3% |
| YTD | +57.8% | +55.5% | +2.3% | +35.2% |
| 1Y | +72.6% | +61.7% | +10.9% | +45.8% |
| 3Y | +129.3% | +37.2% | +92.2% | +95.7% |
| All | -43.8% | -27.0% | -16.9% | -41.4% |
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