+93.9%
ILMN vs DGX
+45.0%
+48.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.5% | -8.4% | -6.4% |
| 7D | -21.6% | +4.1% | -25.7% | -22.9% |
| 30D | -22.9% | +10.5% | -33.4% | -26.3% |
| 3M | +11.6% | +9.8% | +1.8% | +7.0% |
| 6M | +62.5% | +34.6% | +28.0% | +43.9% |
| YTD | +72.7% | +49.8% | +22.9% | +47.6% |
| 1Y | +93.9% | +46.0% | +47.8% | +67.2% |
| All | +93.9% | +45.0% | +48.9% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling