+571.7%
ILMN vs DG
+612.5%
-40.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.5% | +3.2% |
| 7D | -9.7% | +1.1% | -10.8% | -10.2% |
| 30D | -20.4% | +9.5% | -29.9% | -22.6% |
| 3M | +10.0% | +5.5% | +4.6% | +7.7% |
| 6M | +49.5% | +16.1% | +33.4% | +42.2% |
| YTD | +62.5% | +2.7% | +59.8% | +58.9% |
| 1Y | +76.0% | +42.1% | +33.9% | +58.0% |
| 3Y | +94.2% | +19.3% | +74.9% | +73.2% |
| 5Y | -46.3% | -35.3% | -11.0% | -43.7% |
| 10Y | +62.7% | +123.9% | -61.2% | +16.9% |
| All | +571.7% | +612.5% | -40.8% | +249.7% |
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 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