+12,509.0%
ILMN vs DKS
+6,749.1%
+5,759.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.5% |
| 3M | +17.5% | -28.6% | +46.1% | +24.2% |
| 6M | +55.6% | -33.6% | +89.2% | +66.6% |
| YTD | +68.3% | -23.8% | +92.1% | +73.3% |
| 1Y | +81.1% | -30.7% | +111.9% | +90.6% |
| 3Y | +112.2% | +41.5% | +70.6% | +82.6% |
| 5Y | -42.6% | +23.0% | -65.6% | -50.8% |
| 10Y | +70.5% | +236.0% | -165.5% | +1.7% |
| All | +12,509.0% | +6,749.1% | +5,759.9% | +3,425.2% |
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