+27.6%
ILMN vs DG
+105.6%
-78.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -2.4% |
| 7D | +1.9% | -2.5% | +4.4% | +2.5% |
| 30D | +12.3% | +1.0% | +11.3% | +11.9% |
| 3M | +33.5% | +20.3% | +13.2% | +27.5% |
| 6M | +69.4% | -11.7% | +81.1% | +73.1% |
| YTD | +60.9% | -2.3% | +63.2% | +60.5% |
| 1Y | +115.0% | +20.0% | +95.0% | +103.0% |
| 3Y | +37.0% | +7.2% | +29.8% | +27.1% |
| 5Y | -53.1% | -37.9% | -15.2% | -49.1% |
| 10Y | +27.6% | +107.3% | -79.7% | -7.0% |
| All | +27.6% | +105.6% | -78.1% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling