+1,045.4%
ILMN vs DECK
+41,786.9%
-40,741.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.1% | -1.8% |
| 7D | +1.2% | -2.2% | +3.4% | +1.6% |
| 30D | +9.2% | -13.6% | +22.8% | +12.0% |
| 3M | +29.8% | -21.2% | +51.1% | +35.2% |
| 6M | +69.2% | -21.1% | +90.3% | +75.6% |
| YTD | +66.4% | -17.2% | +83.6% | +70.0% |
| 1Y | +123.4% | -30.7% | +154.2% | +134.7% |
| 3Y | +33.2% | -3.4% | +36.5% | +27.8% |
| 5Y | -52.0% | +25.5% | -77.5% | -56.6% |
| 10Y | +33.6% | +714.7% | -681.0% | -13.6% |
| All | +1,045.4% | +41,786.9% | -40,741.6% | +457.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling