+70.5%
ILMN vs DG
+128.5%
-58.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +3.1% |
| 7D | -2.6% | +0.7% | -3.2% | -2.9% |
| 30D | -20.6% | +7.4% | -28.1% | -22.3% |
| 3M | +17.5% | +8.5% | +9.0% | +14.5% |
| 6M | +55.6% | +21.9% | +33.7% | +47.1% |
| YTD | +68.3% | +4.9% | +63.4% | +64.2% |
| 1Y | +81.1% | +40.4% | +40.7% | +64.5% |
| 3Y | +112.2% | +23.5% | +88.7% | +88.6% |
| 5Y | -42.6% | -32.3% | -10.3% | -39.3% |
| 10Y | +70.5% | +119.3% | -48.8% | +28.4% |
| All | +70.5% | +128.5% | -58.0% | +28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling