-54.1%
ILMN vs DTE
+31.9%
-86.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.5% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | +6.9% | -0.5% | +7.4% | +7.0% |
| 3M | +28.1% | -6.0% | +34.1% | +31.0% |
| 6M | +65.0% | -7.2% | +72.2% | +68.9% |
| YTD | +56.3% | +7.2% | +49.1% | +49.6% |
| 1Y | +108.7% | +4.1% | +104.7% | +101.5% |
| 3Y | +33.1% | +46.9% | -13.8% | +3.2% |
| 5Y | -54.1% | +32.9% | -87.0% | -60.5% |
| All | -54.1% | +31.9% | -86.0% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling