-100.0%
DFNS vs ILMN
-45.6%
-54.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -5.6% |
| 7D | -6.0% | -2.9% | -3.1% | -6.3% |
| 30D | -71.2% | -23.8% | -47.4% | -72.2% |
| 3M | -94.5% | +7.5% | -102.0% | -94.4% |
| 6M | -96.5% | +42.8% | -139.3% | -96.3% |
| YTD | -99.6% | +57.8% | -157.5% | -99.6% |
| 1Y | -99.7% | +72.6% | -172.3% | -99.7% |
| 3Y | -100.0% | +129.3% | -229.3% | -100.0% |
| 5Y | -100.0% | -44.5% | -55.5% | -100.0% |
| All | -100.0% | -45.6% | -54.3% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling