-44.8%
ILMN vs DOC
-22.8%
-22.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.1% | -8.0% | -6.6% |
| 7D | -21.6% | +8.7% | -30.3% | -25.2% |
| 30D | -22.9% | +7.6% | -30.5% | -26.4% |
| 3M | +11.6% | -5.3% | +16.9% | +14.3% |
| 6M | +62.5% | +27.6% | +34.9% | +37.0% |
| YTD | +72.7% | +32.4% | +40.3% | +41.1% |
| 1Y | +93.9% | +22.9% | +71.0% | +66.2% |
| 3Y | +99.2% | +43.1% | +56.1% | +51.6% |
| 5Y | -44.8% | -21.4% | -23.4% | -39.8% |
| All | -44.8% | -22.8% | -22.0% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling