-100.0%
DFNS vs ILMN
-42.0%
-58.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -2.6% |
| 7D | -42.8% | -2.6% | -40.3% | -43.1% |
| 30D | -67.6% | -20.6% | -46.9% | -68.5% |
| 3M | -94.9% | +17.5% | -112.3% | -94.7% |
| 6M | -96.7% | +55.6% | -152.3% | -96.5% |
| YTD | -99.6% | +68.3% | -167.9% | -99.6% |
| 1Y | -99.7% | +81.1% | -180.9% | -99.7% |
| 3Y | -100.0% | +112.2% | -212.1% | -100.0% |
| 5Y | -100.0% | -42.6% | -57.4% | -100.0% |
| All | -100.0% | -42.0% | -58.0% | -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