-98.3%
DFNS vs ILMN
+127.6%
-225.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +0.9% |
| 7D | -16.0% | +1.2% | -17.2% | -16.1% |
| 30D | -77.7% | +9.2% | -86.9% | -78.2% |
| 3M | -77.2% | +29.8% | -107.0% | -79.2% |
| 6M | -95.2% | +69.2% | -164.4% | -96.1% |
| YTD | -98.0% | +66.4% | -164.3% | -98.4% |
| 1Y | -98.3% | +123.4% | -221.7% | -98.8% |
| All | -98.3% | +127.6% | -225.9% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 1y: compounded portfolio wealth divided by compounded ILMN 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…
1y analysis · Full analysis span regression · 6 months rolling