-42.7%
ILMN vs DLTR
+26.4%
-69.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -3.2% |
| 7D | -9.8% | +5.0% | -14.8% | -10.8% |
| 30D | -22.7% | +18.7% | -41.4% | -25.8% |
| 3M | +12.1% | +8.9% | +3.2% | +9.3% |
| 6M | +51.5% | +49.4% | +2.0% | +36.8% |
| YTD | +63.9% | +14.5% | +49.4% | +55.8% |
| 1Y | +76.6% | +32.5% | +44.1% | +61.7% |
| 3Y | +124.6% | +23.4% | +101.1% | +104.0% |
| 5Y | -42.7% | +26.2% | -68.9% | -43.6% |
| All | -42.7% | +26.4% | -69.1% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling