-53.1%
ILMN vs DVA
+38.1%
-91.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.1% | -2.8% |
| 7D | +1.9% | +2.2% | -0.3% | +1.5% |
| 30D | +12.3% | -2.0% | +14.3% | +12.7% |
| 3M | +33.5% | -6.3% | +39.8% | +34.7% |
| 6M | +69.4% | +19.4% | +49.9% | +61.0% |
| YTD | +60.9% | +58.5% | +2.4% | +42.3% |
| 1Y | +115.0% | +33.9% | +81.1% | +98.3% |
| 3Y | +37.0% | +88.4% | -51.4% | +13.9% |
| 5Y | -53.1% | +39.5% | -92.6% | -60.8% |
| All | -53.1% | +38.1% | -91.2% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling