+1,045.4%
ILMN vs DAR
+4,641.1%
-3,595.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | +1.2% | +1.4% | -0.1% | +1.0% |
| 30D | +9.2% | +12.8% | -3.6% | +7.4% |
| 3M | +29.8% | +7.4% | +22.5% | +28.4% |
| 6M | +69.2% | +22.3% | +46.9% | +64.5% |
| YTD | +66.4% | +81.1% | -14.7% | +54.2% |
| 1Y | +123.4% | +106.5% | +16.9% | +103.4% |
| 3Y | +33.2% | +5.3% | +27.9% | +29.6% |
| 5Y | -52.0% | -11.5% | -40.4% | -52.7% |
| 10Y | +33.6% | +353.3% | -319.7% | +8.9% |
| All | +1,045.4% | +4,641.1% | -3,595.7% | +723.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling