-99.7%
DFNS vs ILMN
+74.7%
-174.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -2.7% | +15.5% | +13.0% |
| 7D | -37.0% | -9.8% | -27.2% | -36.3% |
| 30D | -63.4% | -22.7% | -40.7% | -63.1% |
| 3M | -94.1% | +12.1% | -106.1% | -93.9% |
| 6M | -96.3% | +51.5% | -147.8% | -96.6% |
| YTD | -99.6% | +63.9% | -163.4% | -99.6% |
| 1Y | -99.7% | +76.6% | -176.3% | -99.8% |
| All | -99.7% | +74.7% | -174.4% | -99.8% |
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