+587.7%
ILMN vs DG
+606.1%
-18.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -1.9% |
| 7D | +1.2% | +8.4% | -7.2% | -0.8% |
| 30D | +9.2% | +4.9% | +4.2% | +7.8% |
| 3M | +29.8% | +29.3% | +0.5% | +21.4% |
| 6M | +69.2% | -11.3% | +80.5% | +72.9% |
| YTD | +66.4% | +1.8% | +64.6% | +64.2% |
| 1Y | +123.4% | +25.3% | +98.1% | +107.8% |
| 3Y | +33.2% | +9.1% | +24.1% | +22.7% |
| 5Y | -52.0% | -34.9% | -17.1% | -49.4% |
| 10Y | +33.6% | +108.2% | -74.5% | -1.4% |
| All | +587.7% | +606.1% | -18.4% | +261.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling