+56.0%
ILMN vs DVA
+193.2%
-137.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -2.9% | -8.8% | +5.9% | -1.0% |
| 30D | -23.8% | -3.4% | -20.4% | -23.5% |
| 3M | +7.5% | -2.6% | +10.0% | +7.4% |
| 6M | +42.8% | -11.9% | +54.6% | +45.2% |
| YTD | +57.8% | +53.6% | +4.2% | +38.3% |
| 1Y | +72.6% | +41.9% | +30.7% | +54.4% |
| 3Y | +129.3% | +97.5% | +31.8% | +86.0% |
| 5Y | -44.5% | +65.0% | -109.5% | -54.5% |
| All | +56.0% | +193.2% | -137.1% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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