+69.2%
ILMN vs DD
-9.3%
+78.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.6% |
| 7D | +1.2% | -3.5% | +4.7% | +1.8% |
| 30D | +9.2% | -10.3% | +19.5% | +10.8% |
| 3M | +29.8% | -7.5% | +37.4% | +31.4% |
| 6M | +69.2% | -8.0% | +77.2% | +70.7% |
| All | +69.2% | -9.3% | +78.5% | +70.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling