+70.5%
ILMN vs DD
+105.4%
-34.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.9% | -2.3% | +1.1% |
| 7D | -2.6% | +9.8% | -12.4% | -6.3% |
| 30D | -20.6% | +19.3% | -40.0% | -26.3% |
| 3M | +17.5% | +9.4% | +8.1% | +13.0% |
| 6M | +55.6% | +4.8% | +50.8% | +51.5% |
| YTD | +68.3% | +30.2% | +38.1% | +47.4% |
| 1Y | +81.1% | +32.2% | +48.9% | +57.5% |
| 3Y | +112.2% | +93.1% | +19.1% | +53.2% |
| 5Y | -42.6% | +68.0% | -110.6% | -56.7% |
| 10Y | +70.5% | +98.5% | -28.0% | +23.8% |
| All | +70.5% | +105.4% | -34.9% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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