+115.0%
ILMN vs DD
+37.3%
+77.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | +12.3% | -7.4% | +19.7% | +13.8% |
| 3M | +33.5% | -6.4% | +40.0% | +35.0% |
| 6M | +69.4% | -2.5% | +71.8% | +69.0% |
| YTD | +60.9% | +10.2% | +50.7% | +52.6% |
| 1Y | +115.0% | +36.9% | +78.0% | +93.4% |
| All | +115.0% | +37.3% | +77.7% | +93.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling