-51.4%
ILMN vs DG
-35.0%
-16.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -1.8% |
| 7D | +1.2% | +8.4% | -7.2% | -0.1% |
| 30D | +9.2% | +4.9% | +4.2% | +8.3% |
| 3M | +29.8% | +29.3% | +0.5% | +24.2% |
| 6M | +69.2% | -11.3% | +80.5% | +71.5% |
| YTD | +66.4% | +1.8% | +64.6% | +65.0% |
| 1Y | +123.4% | +25.3% | +98.1% | +113.6% |
| 3Y | +33.2% | +9.1% | +24.1% | +26.4% |
| All | -51.4% | -35.0% | -16.4% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling