+1,045.4%
ILMN vs DVA
+8,820.7%
-7,775.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.9% |
| 7D | +1.2% | +1.8% | -0.6% | +0.7% |
| 30D | +9.2% | -2.5% | +11.7% | +9.9% |
| 3M | +29.8% | -4.3% | +34.1% | +30.5% |
| 6M | +69.2% | +18.9% | +50.3% | +57.8% |
| YTD | +66.4% | +61.9% | +4.4% | +39.6% |
| 1Y | +123.4% | +35.7% | +87.7% | +97.3% |
| 3Y | +33.2% | +78.6% | -45.5% | +5.0% |
| 5Y | -52.0% | +39.2% | -91.2% | -60.5% |
| 10Y | +33.6% | +184.0% | -150.4% | -18.9% |
| All | +1,045.4% | +8,820.7% | -7,775.4% | +377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling