+106.4%
ILMN vs DOC
+43.5%
+62.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.1% | -8.0% | -6.4% |
| 7D | -21.6% | +8.7% | -30.3% | -24.8% |
| 30D | -22.9% | +7.6% | -30.5% | -26.0% |
| 3M | +11.6% | -5.3% | +16.9% | +14.3% |
| 6M | +62.5% | +27.6% | +34.9% | +38.7% |
| YTD | +72.7% | +32.4% | +40.3% | +42.6% |
| 1Y | +93.9% | +22.9% | +71.0% | +68.3% |
| All | +106.4% | +43.5% | +62.9% | +49.8% |
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