+69.2%
ILMN vs DG
-13.1%
+82.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -1.8% |
| 7D | +1.2% | +8.4% | -7.2% | -0.3% |
| 30D | +9.2% | +4.9% | +4.2% | +8.2% |
| 3M | +29.8% | +29.3% | +0.5% | +22.4% |
| 6M | +69.2% | -11.3% | +80.5% | +65.8% |
| All | +69.2% | -13.1% | +82.4% | +65.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling