-42.6%
ILMN vs DKS
+27.3%
-69.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.9% | -1.3% | +2.4% |
| 7D | -2.6% | +3.8% | -6.4% | -3.6% |
| 30D | -20.6% | +8.1% | -28.7% | -22.6% |
| 3M | +17.5% | -28.6% | +46.1% | +25.4% |
| 6M | +55.6% | -33.6% | +89.2% | +68.6% |
| YTD | +68.3% | -23.8% | +92.1% | +73.5% |
| 1Y | +81.1% | -30.7% | +111.9% | +92.0% |
| 3Y | +112.2% | +41.5% | +70.6% | +70.2% |
| 5Y | -42.6% | +23.0% | -65.6% | -56.3% |
| All | -42.6% | +27.3% | -69.9% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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