+59.0%
ILMN vs DVA
+206.9%
-147.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.4% |
| 7D | -6.0% | -4.8% | -1.3% | -5.1% |
| 30D | -23.0% | +0.9% | -24.0% | -23.4% |
| 3M | +10.4% | +2.9% | +7.5% | +9.0% |
| 6M | +49.4% | -7.8% | +57.2% | +50.5% |
| YTD | +62.3% | +61.5% | +0.8% | +40.8% |
| 1Y | +73.7% | +50.1% | +23.6% | +53.5% |
| 3Y | +122.5% | +121.1% | +1.4% | +75.6% |
| 5Y | -43.2% | +72.9% | -116.1% | -53.9% |
| 10Y | +59.0% | +208.2% | -149.3% | +2.9% |
| All | +59.0% | +206.9% | -147.9% | +2.9% |
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