+56.0%
ILMN vs DOC
+14.9%
+41.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.2% | -7.9% | -8.1% |
| 7D | -28.3% | +6.2% | -34.5% | -30.1% |
| 30D | -24.0% | +6.5% | -30.4% | -26.1% |
| 3M | +4.1% | -6.2% | +10.3% | +6.2% |
| 6M | +49.6% | +25.6% | +24.0% | +34.2% |
| YTD | +58.6% | +32.1% | +26.5% | +38.9% |
| 1Y | +69.9% | +20.3% | +49.6% | +54.6% |
| 3Y | +82.9% | +42.7% | +40.1% | +55.8% |
| 5Y | -47.6% | -22.2% | -25.5% | -45.5% |
| All | +56.0% | +14.9% | +41.1% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling