+27.8%
ILMN vs DVA
+186.3%
-158.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.2% |
| 7D | -3.9% | +2.0% | -5.9% | -4.3% |
| 30D | +6.9% | -0.4% | +7.3% | +6.9% |
| 3M | +28.1% | -7.7% | +35.8% | +29.8% |
| 6M | +65.0% | +20.0% | +45.0% | +55.9% |
| YTD | +56.3% | +61.1% | -4.8% | +36.1% |
| 1Y | +108.7% | +33.9% | +74.8% | +90.4% |
| 3Y | +33.1% | +91.5% | -58.5% | +8.4% |
| 5Y | -54.1% | +41.8% | -95.9% | -60.8% |
| 10Y | +27.8% | +187.5% | -159.7% | -2.7% |
| All | +27.8% | +186.3% | -158.5% | -2.7% |
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