+1,007.8%
ILMN vs DGX
+1,202.7%
-194.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.0% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | +12.3% | -1.2% | +13.5% | +13.0% |
| 3M | +33.5% | +19.9% | +13.6% | +23.1% |
| 6M | +69.4% | +19.2% | +50.1% | +56.3% |
| YTD | +60.9% | +37.5% | +23.4% | +39.0% |
| 1Y | +115.0% | +31.3% | +83.7% | +88.7% |
| 3Y | +37.0% | +96.6% | -59.6% | -1.0% |
| 5Y | -53.1% | +64.3% | -117.4% | -63.4% |
| 10Y | +27.6% | +241.1% | -213.5% | -30.3% |
| All | +1,007.8% | +1,202.7% | -194.9% | +235.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling