+58.0%
ILMN vs DOV
+324.7%
-266.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.8% |
| 7D | +0.7% | +3.4% | -2.7% | -1.1% |
| 30D | -22.7% | +8.8% | -31.6% | -26.1% |
| 3M | +8.6% | +0.9% | +7.7% | +8.2% |
| 6M | +43.8% | -2.8% | +46.7% | +44.8% |
| YTD | +59.8% | +8.1% | +51.7% | +49.6% |
| 1Y | +71.8% | +15.2% | +56.5% | +54.9% |
| 3Y | +119.0% | +64.5% | +54.4% | +61.8% |
| 5Y | -43.8% | +28.9% | -72.7% | -53.5% |
| All | +58.0% | +324.7% | -266.7% | -16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling