+40.7%
ILMN vs DOC
+20.8%
+19.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -0.6% |
| 7D | +1.2% | -1.5% | +2.7% | +2.1% |
| 30D | +9.2% | -4.8% | +13.9% | +12.1% |
| 3M | +29.8% | +6.9% | +23.0% | +25.0% |
| 6M | +69.2% | +20.7% | +48.5% | +50.1% |
| YTD | +66.4% | +34.1% | +32.2% | +37.0% |
| 1Y | +123.4% | +22.6% | +100.8% | +95.6% |
| All | +40.7% | +20.8% | +19.9% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling