+23.4%
ILMN vs DLTR
+45.5%
-22.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -1.8% |
| 7D | -3.9% | -10.2% | +6.4% | -1.4% |
| 30D | +6.9% | -8.5% | +15.4% | +9.0% |
| 3M | +28.1% | +5.6% | +22.5% | +25.8% |
| 6M | +65.0% | +2.2% | +62.8% | +62.2% |
| YTD | +56.3% | -3.8% | +60.1% | +55.2% |
| 1Y | +108.7% | +22.9% | +85.8% | +93.9% |
| 3Y | +33.1% | +2.0% | +31.0% | +25.9% |
| 5Y | -54.1% | +29.8% | -83.9% | -60.1% |
| All | +23.4% | +45.5% | -22.1% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling