+24.3%
ILMN vs DGX
+255.3%
-231.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.8% |
| 7D | -5.4% | -0.9% | -4.5% | -5.0% |
| 30D | +7.0% | -1.2% | +8.2% | +7.8% |
| 3M | +24.2% | +15.8% | +8.4% | +15.7% |
| 6M | +69.9% | +18.2% | +51.7% | +56.3% |
| YTD | +57.4% | +37.2% | +20.2% | +34.2% |
| 1Y | +107.9% | +30.4% | +77.5% | +80.8% |
| 3Y | +37.1% | +96.7% | -59.6% | -5.1% |
| 5Y | -53.7% | +67.2% | -120.9% | -65.5% |
| All | +24.3% | +255.3% | -231.0% | -41.3% |
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