-25.4%
DKNG vs ILMN
+29.9%
-55.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | -2.0% | -9.2% | +7.2% | +0.1% |
| 30D | -6.4% | +4.4% | -10.8% | -7.5% |
| 3M | -17.6% | +23.9% | -41.5% | -22.2% |
| 6M | -5.7% | +64.5% | -70.2% | -16.9% |
| YTD | -31.2% | +53.5% | -84.6% | -38.7% |
| 1Y | -48.1% | +110.8% | -158.8% | -57.8% |
| All | -25.4% | +29.9% | -55.3% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling