+81.4%
ILMN vs DG
+40.4%
+41.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +3.5% |
| 7D | -2.6% | +0.7% | -3.2% | -2.5% |
| 30D | -20.6% | +7.4% | -28.1% | -21.3% |
| 3M | +17.5% | +8.5% | +9.0% | +16.2% |
| 6M | +55.6% | +21.9% | +33.7% | +49.9% |
| YTD | +68.3% | +4.9% | +63.4% | +67.5% |
| All | +81.4% | +40.4% | +41.0% | +75.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling