+56.0%
ILMN vs DECK
+885.7%
-829.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.5% | -6.6% | -7.8% |
| 7D | -28.3% | +6.0% | -34.3% | -29.5% |
| 30D | -24.0% | +7.4% | -31.4% | -25.7% |
| 3M | +4.1% | -11.7% | +15.7% | +7.1% |
| 6M | +49.6% | -11.0% | +60.5% | +52.6% |
| YTD | +58.6% | -15.4% | +74.0% | +61.9% |
| 1Y | +69.9% | +7.2% | +62.6% | +61.2% |
| 3Y | +82.9% | -11.8% | +94.7% | +72.0% |
| 5Y | -47.6% | +24.3% | -71.9% | -57.8% |
| All | +56.0% | +885.7% | -829.7% | -18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling