+235.6%
DVN vs ILMN
+1,365.4%
-1,129.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.5% | +3.7% |
| 7D | +1.9% | -6.0% | +7.9% | +2.6% |
| 30D | -8.2% | -23.0% | +14.8% | -5.5% |
| 3M | -0.3% | +10.4% | -10.8% | -2.4% |
| 6M | -2.5% | +49.4% | -51.9% | -8.5% |
| YTD | +25.0% | +62.3% | -37.3% | +15.2% |
| 1Y | +31.1% | +73.7% | -42.6% | +19.6% |
| 3Y | +8.7% | +122.5% | -113.8% | -6.0% |
| 5Y | +33.3% | -43.2% | +76.5% | +34.0% |
| 10Y | +55.3% | +59.0% | -3.7% | +37.3% |
| All | +235.6% | +1,365.4% | -1,129.7% | +115.4% |
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