-99.7%
DFNS vs ILMN
+74.0%
-173.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.5% | -14.7% | -12.5% |
| 7D | -44.0% | -9.7% | -34.3% | -43.4% |
| 30D | -69.1% | -20.4% | -48.7% | -68.8% |
| 3M | -95.6% | +10.0% | -105.7% | -95.5% |
| 6M | -96.2% | +49.5% | -145.7% | -96.4% |
| YTD | -99.6% | +62.5% | -162.1% | -99.7% |
| 1Y | -99.7% | +76.0% | -175.7% | -99.8% |
| All | -99.7% | +74.0% | -173.8% | -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