+56.0%
ILMN vs DGX
+279.6%
-223.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.9% | +1.6% | -4.4% | -3.6% |
| 30D | -23.8% | +11.2% | -35.0% | -27.8% |
| 3M | +7.5% | +10.4% | -2.9% | +2.4% |
| 6M | +42.8% | +37.1% | +5.7% | +22.2% |
| YTD | +57.8% | +52.1% | +5.7% | +28.0% |
| 1Y | +72.6% | +40.7% | +31.9% | +45.3% |
| 3Y | +129.3% | +107.6% | +21.8% | +55.6% |
| 5Y | -44.5% | +90.6% | -135.1% | -61.1% |
| All | +56.0% | +279.6% | -223.6% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling