+986.5%
ILMN vs DTE
+1,427.9%
-441.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -2.9% | +3.4% | -6.3% | -4.2% |
| 30D | -23.8% | +8.9% | -32.7% | -26.7% |
| 3M | +7.5% | +1.1% | +6.4% | +6.5% |
| 6M | +42.8% | +0.1% | +42.7% | +41.5% |
| YTD | +57.8% | +11.1% | +46.8% | +48.9% |
| 1Y | +72.6% | +4.9% | +67.7% | +66.9% |
| 3Y | +129.3% | +58.6% | +70.8% | +81.9% |
| 5Y | -44.5% | +47.3% | -91.8% | -54.7% |
| 10Y | +54.5% | +151.3% | -96.8% | -6.1% |
| All | +986.5% | +1,427.9% | -441.4% | +241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling