+94.2%
ILMN vs DRI
+66.4%
+27.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.7% |
| 7D | -9.7% | +2.8% | -12.5% | -10.3% |
| 30D | -20.4% | +13.3% | -33.7% | -22.8% |
| 3M | +10.0% | +8.2% | +1.8% | +7.5% |
| 6M | +49.5% | +17.5% | +31.9% | +41.7% |
| YTD | +62.5% | +26.9% | +35.6% | +47.8% |
| 1Y | +76.0% | +31.6% | +44.4% | +57.5% |
| 3Y | +94.2% | +67.0% | +27.2% | +45.8% |
| All | +94.2% | +66.4% | +27.7% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling