+62.5%
DVN vs ILMN
+25.5%
+37.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.8% |
| 7D | -0.1% | -3.9% | +3.8% | +0.7% |
| 30D | +8.0% | +6.9% | +1.1% | +6.1% |
| 3M | +11.9% | +28.1% | -16.2% | +5.2% |
| 6M | +10.6% | +65.0% | -54.3% | -2.6% |
| YTD | +35.4% | +56.3% | -20.9% | +19.8% |
| 1Y | +46.5% | +108.7% | -62.3% | +19.1% |
| 3Y | +3.0% | +33.1% | -30.1% | -9.9% |
| 5Y | +120.5% | -54.1% | +174.6% | +148.7% |
| 10Y | +62.5% | +27.8% | +34.6% | +40.7% |
| All | +62.5% | +25.5% | +37.0% | +40.7% |
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