+93.9%
ILMN vs DLTR
+45.2%
+48.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +9.6% | -14.5% | -5.2% |
| 7D | -21.6% | +15.6% | -37.1% | -22.2% |
| 30D | -22.9% | +29.9% | -52.7% | -24.5% |
| 3M | +11.6% | +12.5% | -0.9% | +11.0% |
| 6M | +62.5% | +56.3% | +6.2% | +53.9% |
| YTD | +72.7% | +19.5% | +53.2% | +63.2% |
| 1Y | +93.9% | +44.0% | +49.8% | +69.1% |
| All | +93.9% | +45.2% | +48.6% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling