+1,045.4%
ILMN vs DD
+480.6%
+564.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.7% |
| 7D | +1.2% | -3.5% | +4.7% | +2.6% |
| 30D | +9.2% | -10.3% | +19.5% | +13.9% |
| 3M | +29.8% | -7.5% | +37.4% | +33.4% |
| 6M | +69.2% | -8.0% | +77.2% | +73.1% |
| YTD | +66.4% | +10.5% | +55.9% | +57.4% |
| 1Y | +123.4% | +38.3% | +85.1% | +92.5% |
| 3Y | +33.2% | +42.5% | -9.3% | +12.0% |
| 5Y | -52.0% | +60.2% | -112.1% | -61.6% |
| 10Y | +33.6% | +68.9% | -35.2% | -2.9% |
| All | +1,045.4% | +480.6% | +564.8% | +432.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling