-54.8%
ILMN vs DGX
+59.5%
-114.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.9% |
| 7D | -9.2% | -3.5% | -5.7% | -7.5% |
| 30D | +4.4% | -2.7% | +7.0% | +6.0% |
| 3M | +23.9% | +13.9% | +10.0% | +16.0% |
| 6M | +64.5% | +16.0% | +48.5% | +52.3% |
| YTD | +53.5% | +34.9% | +18.5% | +31.0% |
| 1Y | +110.8% | +30.6% | +80.2% | +81.8% |
| 3Y | +30.7% | +93.0% | -62.3% | -13.2% |
| 5Y | -54.8% | +64.4% | -119.3% | -67.6% |
| All | -54.8% | +59.5% | -114.3% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling