+21.2%
ILMN vs DLTR
+45.9%
-24.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -9.2% | -9.4% | +0.2% | -7.1% |
| 30D | +4.4% | -7.3% | +11.7% | +6.1% |
| 3M | +23.9% | +7.6% | +16.3% | +21.2% |
| 6M | +64.5% | +1.6% | +62.9% | +62.0% |
| YTD | +53.5% | -3.5% | +57.0% | +52.3% |
| 1Y | +110.8% | +20.0% | +90.7% | +97.1% |
| 3Y | +30.7% | +2.3% | +28.4% | +23.5% |
| 5Y | -54.8% | +31.5% | -86.4% | -60.9% |
| All | +21.2% | +45.9% | -24.7% | -4.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling