+1,028.0%
ILMN vs DVA
+8,592.4%
-7,564.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -1.7% |
| 7D | -9.8% | -1.6% | -8.2% | -9.6% |
| 30D | -22.7% | 0.0% | -22.8% | -23.1% |
| 3M | +12.1% | -2.4% | +14.5% | +11.9% |
| 6M | +51.5% | -9.8% | +61.2% | +53.7% |
| YTD | +63.9% | +57.8% | +6.1% | +37.5% |
| 1Y | +76.6% | +49.2% | +27.4% | +50.7% |
| 3Y | +124.6% | +116.0% | +8.6% | +67.1% |
| 5Y | -42.7% | +68.5% | -111.2% | -55.9% |
| 10Y | +59.7% | +198.9% | -139.2% | -5.7% |
| All | +1,028.0% | +8,592.4% | -7,564.4% | +370.4% |
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