+71.8%
ILMN vs DLTR
+33.3%
+38.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -1.5% |
| 7D | +0.7% | +2.4% | -1.7% | +0.6% |
| 30D | -22.7% | +21.5% | -44.2% | -23.8% |
| 3M | +8.6% | +9.8% | -1.2% | +8.2% |
| 6M | +43.8% | +58.6% | -14.8% | +36.9% |
| YTD | +59.8% | +14.8% | +44.9% | +50.9% |
| 1Y | +71.8% | +33.0% | +38.7% | +55.0% |
| All | +71.8% | +33.3% | +38.5% | +55.0% |
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