+1,045.4%
ILMN vs DLTR
+837.3%
+208.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.6% |
| 7D | +1.2% | +2.5% | -1.2% | +0.5% |
| 30D | +9.2% | +2.1% | +7.1% | +8.4% |
| 3M | +29.8% | +20.3% | +9.6% | +22.7% |
| 6M | +69.2% | +11.5% | +57.7% | +62.0% |
| YTD | +66.4% | +6.8% | +59.5% | +60.3% |
| 1Y | +123.4% | +31.1% | +92.3% | +101.9% |
| 3Y | +33.2% | +10.7% | +22.5% | +21.7% |
| 5Y | -52.0% | +41.6% | -93.6% | -60.6% |
| 10Y | +33.6% | +58.1% | -24.5% | -0.8% |
| All | +1,045.4% | +837.3% | +208.0% | +261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling