+70.5%
ILMN vs DOV
+361.0%
-290.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.5% | -0.9% | +1.1% |
| 7D | -2.6% | -1.4% | -1.2% | -1.7% |
| 30D | -20.6% | +12.8% | -33.4% | -25.5% |
| 3M | +17.5% | +1.1% | +16.3% | +16.9% |
| 6M | +55.6% | -2.6% | +58.2% | +56.4% |
| YTD | +68.3% | +9.9% | +58.4% | +56.1% |
| 1Y | +81.1% | +19.3% | +61.8% | +60.1% |
| 3Y | +112.2% | +68.4% | +43.8% | +54.6% |
| 5Y | -42.6% | +29.1% | -71.7% | -52.6% |
| 10Y | +70.5% | +340.2% | -269.7% | -12.5% |
| All | +70.5% | +361.0% | -290.5% | -12.5% |
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 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