-99.9%
DFNS vs ILMN
-42.7%
-57.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +0.4% |
| 7D | -16.0% | +1.2% | -17.2% | -15.9% |
| 30D | -77.7% | +9.2% | -86.9% | -77.4% |
| 3M | -77.2% | +29.8% | -107.0% | -76.3% |
| 6M | -95.2% | +69.2% | -164.4% | -94.8% |
| YTD | -98.0% | +66.4% | -164.3% | -97.8% |
| 1Y | -98.3% | +123.4% | -221.7% | -98.1% |
| 3Y | -99.9% | +33.2% | -133.0% | -99.9% |
| 5Y | -99.9% | -52.0% | -47.9% | -99.9% |
| All | -99.9% | -42.7% | -57.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling