+1,018.6%
ILMN vs DD
+546.4%
+472.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.0% |
| 7D | -9.7% | +4.6% | -14.3% | -11.2% |
| 30D | -20.4% | +11.8% | -32.2% | -23.8% |
| 3M | +10.0% | +2.2% | +7.9% | +9.1% |
| 6M | +49.5% | -1.6% | +51.1% | +49.6% |
| YTD | +62.5% | +23.0% | +39.5% | +47.4% |
| 1Y | +76.0% | +26.9% | +49.0% | +57.6% |
| 3Y | +94.2% | +77.9% | +16.3% | +49.8% |
| 5Y | -46.3% | +59.9% | -106.2% | -57.0% |
| 10Y | +62.7% | +90.1% | -27.3% | +13.0% |
| All | +1,018.6% | +546.4% | +472.2% | +398.4% |
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 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