+102.7%
ILMN vs DGX
+30.5%
+72.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.2% |
| 7D | -9.2% | -3.5% | -5.7% | -8.2% |
| 30D | +4.4% | -2.7% | +7.0% | +5.4% |
| 3M | +23.9% | +13.9% | +10.0% | +19.8% |
| 6M | +64.5% | +16.0% | +48.5% | +58.4% |
| YTD | +53.5% | +34.9% | +18.5% | +48.2% |
| All | +102.7% | +30.5% | +72.2% | +98.4% |
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