-100.0%
DFNS vs ILMN
-44.1%
-55.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.9% | +13.6% | +12.6% |
| 7D | -13.0% | -6.0% | -7.0% | -13.6% |
| 30D | -56.9% | -23.0% | -33.8% | -58.3% |
| 3M | -93.2% | +10.4% | -103.6% | -93.0% |
| 6M | -95.4% | +49.4% | -144.9% | -95.1% |
| YTD | -99.5% | +62.3% | -161.9% | -99.5% |
| 1Y | -99.6% | +73.7% | -173.3% | -99.6% |
| 3Y | -100.0% | +122.5% | -222.5% | -100.0% |
| 5Y | -100.0% | -43.2% | -56.8% | -100.0% |
| All | -100.0% | -44.1% | -55.9% | -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