+37.0%
ILMN vs DLTR
+6.7%
+30.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.6% | +2.3% | -2.2% |
| 7D | +1.9% | -5.8% | +7.7% | +3.1% |
| 30D | +12.3% | -5.2% | +17.5% | +13.3% |
| 3M | +33.5% | +15.2% | +18.4% | +29.2% |
| 6M | +69.4% | +7.1% | +62.2% | +65.2% |
| YTD | +60.9% | +0.8% | +60.1% | +58.2% |
| 1Y | +115.0% | +24.8% | +90.2% | +100.4% |
| 3Y | +37.0% | +6.9% | +30.1% | +19.7% |
| All | +37.0% | +6.7% | +30.3% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling