+123.4%
ILMN vs DECK
-30.4%
+153.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.1% | -1.7% |
| 7D | +1.2% | -2.2% | +3.4% | +1.5% |
| 30D | +9.2% | -13.6% | +22.8% | +10.7% |
| 3M | +29.8% | -21.2% | +51.1% | +32.9% |
| 6M | +69.2% | -21.1% | +90.3% | +72.6% |
| YTD | +66.4% | -17.2% | +83.6% | +69.5% |
| 1Y | +123.4% | -30.7% | +154.2% | +128.8% |
| All | +123.4% | -30.4% | +153.8% | +128.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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