+145.0%
DKNG vs ILMN
-26.4%
+171.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.1% |
| 7D | -4.9% | +1.2% | -6.2% | -5.4% |
| 30D | +10.3% | +9.2% | +1.2% | +5.8% |
| 3M | -5.4% | +29.8% | -35.2% | -16.5% |
| 6M | -5.6% | +69.2% | -74.8% | -26.4% |
| YTD | -30.3% | +66.4% | -96.7% | -45.9% |
| 1Y | -49.3% | +123.4% | -172.7% | -66.7% |
| 3Y | -19.0% | +33.2% | -52.2% | -35.4% |
| 5Y | -60.7% | -52.0% | -8.7% | -47.9% |
| All | +145.0% | -26.4% | +171.4% | +130.4% |
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 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