+119.6%
DVN vs ILMN
-52.9%
+172.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.1% |
| 7D | -1.3% | +1.9% | -3.2% | -1.6% |
| 30D | +12.6% | +12.3% | +0.3% | +10.7% |
| 3M | +8.1% | +33.5% | -25.4% | +3.6% |
| 6M | +10.2% | +69.4% | -59.2% | +1.5% |
| YTD | +33.8% | +60.9% | -27.2% | +23.6% |
| 1Y | +43.9% | +115.0% | -71.1% | +25.5% |
| 3Y | +1.7% | +37.0% | -35.3% | -7.8% |
| 5Y | +119.6% | -53.1% | +172.7% | +111.6% |
| All | +119.6% | -52.9% | +172.5% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling