+135.9%
ILMN vs DRI
+68.4%
+67.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -6.0% | -0.7% | -5.3% | -5.8% |
| 30D | -23.0% | +14.7% | -37.7% | -25.6% |
| 3M | +10.4% | +5.4% | +5.0% | +8.8% |
| 6M | +49.4% | +18.8% | +30.6% | +41.1% |
| YTD | +62.3% | +28.4% | +34.0% | +47.0% |
| 1Y | +73.7% | +37.7% | +36.0% | +52.6% |
| All | +135.9% | +68.4% | +67.5% | +66.1% |
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