-100.0%
DFNS vs ILMN
-46.1%
-53.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.5% | -14.7% | -11.9% |
| 7D | -44.0% | -9.7% | -34.3% | -44.9% |
| 30D | -69.1% | -20.4% | -48.7% | -70.1% |
| 3M | -95.6% | +10.0% | -105.7% | -95.5% |
| 6M | -96.2% | +49.5% | -145.7% | -95.9% |
| YTD | -99.6% | +62.5% | -162.1% | -99.6% |
| 1Y | -99.7% | +76.0% | -175.7% | -99.7% |
| 3Y | -100.0% | +94.2% | -194.1% | -100.0% |
| All | -100.0% | -46.1% | -53.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling