+94.2%
ILMN vs DG
+19.3%
+74.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.5% | +2.7% |
| 7D | -9.7% | +1.1% | -10.8% | -9.8% |
| 30D | -20.4% | +9.5% | -29.9% | -21.3% |
| 3M | +10.0% | +5.5% | +4.6% | +9.1% |
| 6M | +49.5% | +16.1% | +33.4% | +46.3% |
| YTD | +62.5% | +2.7% | +59.8% | +61.1% |
| 1Y | +76.0% | +42.1% | +33.9% | +69.2% |
| 3Y | +94.2% | +19.3% | +74.9% | +51.7% |
| All | +94.2% | +19.3% | +74.9% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling