+123.4%
ILMN vs DOV
+11.5%
+111.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.7% |
| 7D | +1.2% | -2.7% | +3.9% | +1.8% |
| 30D | +9.2% | -8.1% | +17.3% | +10.9% |
| 3M | +29.8% | -9.4% | +39.3% | +31.5% |
| 6M | +69.2% | -12.6% | +81.8% | +73.1% |
| YTD | +66.4% | -0.5% | +66.9% | +56.9% |
| 1Y | +123.4% | +9.2% | +114.2% | +104.5% |
| All | +123.4% | +11.5% | +111.9% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 1y: compounded portfolio wealth divided by compounded DOV 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…
1y analysis · Full analysis span regression · 6 months rolling