+152.4%
DKNG vs ILMN
-30.4%
+182.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.8% | +3.3% |
| 7D | +3.0% | -5.4% | +8.4% | +5.5% |
| 30D | -3.0% | +7.0% | -10.0% | -6.1% |
| 3M | -17.6% | +24.2% | -41.8% | -26.0% |
| 6M | -3.2% | +69.9% | -73.2% | -24.8% |
| YTD | -28.2% | +57.4% | -85.6% | -43.0% |
| 1Y | -46.1% | +107.9% | -153.9% | -63.4% |
| 3Y | -22.2% | +37.1% | -59.3% | -39.4% |
| 5Y | -60.4% | -53.7% | -6.7% | -46.8% |
| All | +152.4% | -30.4% | +182.8% | +143.0% |
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