+245.2%
DVN vs ILMN
+1,342.1%
-1,096.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.1% |
| 7D | +7.8% | +0.7% | +7.1% | +7.7% |
| 30D | -7.9% | -22.7% | +14.8% | -5.3% |
| 3M | +3.7% | +8.6% | -4.9% | +1.7% |
| 6M | +0.2% | +43.8% | -43.6% | -5.5% |
| YTD | +28.6% | +59.8% | -31.2% | +18.7% |
| 1Y | +34.6% | +71.8% | -37.2% | +23.0% |
| 3Y | +11.8% | +119.0% | -107.2% | -3.2% |
| 5Y | +37.6% | -43.8% | +81.4% | +38.4% |
| 10Y | +59.7% | +56.4% | +3.2% | +41.5% |
| All | +245.2% | +1,342.1% | -1,096.9% | +121.9% |
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