-51.4%
ILMN vs DECK
+25.5%
-77.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.1% | -2.0% |
| 7D | +1.2% | -2.2% | +3.4% | +1.9% |
| 30D | +9.2% | -13.6% | +22.8% | +13.6% |
| 3M | +29.8% | -21.2% | +51.1% | +38.1% |
| 6M | +69.2% | -21.1% | +90.3% | +78.9% |
| YTD | +66.4% | -17.2% | +83.6% | +71.5% |
| 1Y | +123.4% | -30.7% | +154.2% | +141.6% |
| 3Y | +33.2% | -3.4% | +36.5% | +15.0% |
| All | -51.4% | +25.5% | -77.0% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling