+1,018.6%
ILMN vs DRI
+3,921.0%
-2,902.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.8% |
| 7D | -9.7% | +2.8% | -12.5% | -10.5% |
| 30D | -20.4% | +13.3% | -33.7% | -23.4% |
| 3M | +10.0% | +8.2% | +1.8% | +6.8% |
| 6M | +49.5% | +17.5% | +31.9% | +41.1% |
| YTD | +62.5% | +26.9% | +35.6% | +49.2% |
| 1Y | +76.0% | +31.6% | +44.4% | +59.7% |
| 3Y | +94.2% | +67.0% | +27.2% | +63.0% |
| 5Y | -46.3% | +72.9% | -119.2% | -55.6% |
| 10Y | +62.7% | +371.3% | -308.6% | -10.1% |
| All | +1,018.6% | +3,921.0% | -2,902.3% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling