+12,362.8%
ILMN vs DKS
+6,292.4%
+6,070.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.4% |
| 7D | +1.2% | +3.0% | -1.8% | +0.5% |
| 30D | +9.2% | -30.5% | +39.7% | +16.8% |
| 3M | +29.8% | -35.7% | +65.5% | +41.2% |
| 6M | +69.2% | -29.7% | +98.9% | +79.3% |
| YTD | +66.4% | -28.9% | +95.2% | +75.2% |
| 1Y | +123.4% | -35.9% | +159.3% | +140.6% |
| 3Y | +33.2% | +28.2% | +5.0% | +18.1% |
| 5Y | -52.0% | +11.8% | -63.8% | -57.8% |
| 10Y | +33.6% | +211.6% | -178.0% | -18.3% |
| All | +12,362.8% | +6,292.4% | +6,070.4% | +3,463.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling