+1,028.0%
ILMN vs DLTR
+904.4%
+123.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -3.4% |
| 7D | -9.8% | +5.0% | -14.8% | -11.2% |
| 30D | -22.7% | +18.7% | -41.4% | -26.8% |
| 3M | +12.1% | +8.9% | +3.2% | +8.3% |
| 6M | +51.5% | +49.4% | +2.0% | +33.1% |
| YTD | +63.9% | +14.5% | +49.4% | +53.5% |
| 1Y | +76.6% | +32.5% | +44.1% | +58.4% |
| 3Y | +124.6% | +23.4% | +101.1% | +97.2% |
| 5Y | -42.7% | +26.2% | -68.9% | -51.4% |
| 10Y | +59.7% | +82.4% | -22.8% | +12.8% |
| All | +1,028.0% | +904.4% | +123.6% | +246.1% |
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