+256.6%
DVN vs ILMN
+1,401.8%
-1,145.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | +1.5% | +1.2% | +0.3% | +1.3% |
| 30D | +14.2% | +9.2% | +5.0% | +12.7% |
| 3M | +5.2% | +29.8% | -24.6% | +1.4% |
| 6M | +11.9% | +69.2% | -57.3% | +3.6% |
| YTD | +32.8% | +66.4% | -33.5% | +22.9% |
| 1Y | +38.6% | +123.4% | -84.8% | +22.4% |
| 3Y | +0.5% | +33.2% | -32.6% | -6.7% |
| 5Y | +111.0% | -52.0% | +163.0% | +118.1% |
| 10Y | +56.1% | +33.6% | +22.5% | +40.8% |
| All | +256.6% | +1,401.8% | -1,145.2% | +129.7% |
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 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