+108.7%
ILMN vs DVA
+36.0%
+72.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -2.9% |
| 7D | -3.9% | +2.0% | -5.9% | -3.9% |
| 30D | +6.9% | -0.4% | +7.3% | +6.9% |
| 3M | +28.1% | -7.7% | +35.8% | +29.0% |
| 6M | +65.0% | +20.0% | +45.0% | +66.3% |
| YTD | +56.3% | +61.1% | -4.8% | +63.9% |
| 1Y | +108.7% | +33.9% | +74.8% | +119.6% |
| All | +108.7% | +36.0% | +72.7% | +119.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling