+56.0%
ILMN vs DLTR
+76.3%
-20.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | -0.7% |
| 7D | -2.9% | +5.3% | -8.2% | -4.0% |
| 30D | -23.8% | +13.4% | -37.2% | -26.3% |
| 3M | +7.5% | +6.6% | +0.9% | +5.1% |
| 6M | +42.8% | +59.1% | -16.3% | +26.3% |
| YTD | +57.8% | +12.3% | +45.6% | +50.2% |
| 1Y | +72.6% | +33.9% | +38.7% | +57.0% |
| 3Y | +129.3% | +23.0% | +106.3% | +106.2% |
| 5Y | -44.5% | +22.1% | -66.6% | -50.8% |
| All | +56.0% | +76.3% | -20.2% | +21.2% |
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 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