-43.8%
ILMN vs DD
+67.2%
-111.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -2.9% | +5.0% | -7.8% | -5.4% |
| 30D | -23.8% | +19.7% | -43.5% | -30.6% |
| 3M | +7.5% | +7.2% | +0.3% | +3.5% |
| 6M | +42.8% | +1.0% | +41.7% | +40.9% |
| YTD | +57.8% | +29.1% | +28.7% | +33.1% |
| 1Y | +72.6% | +28.5% | +44.1% | +45.9% |
| 3Y | +129.3% | +89.4% | +39.9% | +46.9% |
| All | -43.8% | +67.2% | -111.1% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling