+115.0%
ILMN vs DOV
+10.7%
+104.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.2% | -3.5% |
| 7D | +1.9% | +2.5% | -0.6% | +1.4% |
| 30D | +12.3% | -7.5% | +19.8% | +14.0% |
| 3M | +33.5% | -9.7% | +43.2% | +35.5% |
| 6M | +69.4% | -6.1% | +75.4% | +68.9% |
| YTD | +60.9% | +0.5% | +60.4% | +51.4% |
| 1Y | +115.0% | +10.5% | +104.4% | +96.4% |
| All | +115.0% | +10.7% | +104.3% | +96.4% |
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 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