+999.9%
ILMN vs DVA
+8,339.8%
-7,339.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.1% | +3.6% | -0.1% |
| 7D | +0.7% | -10.7% | +11.4% | +3.9% |
| 30D | -22.7% | -4.4% | -18.3% | -22.1% |
| 3M | +8.6% | -4.1% | +12.7% | +9.0% |
| 6M | +43.8% | -13.2% | +57.0% | +47.5% |
| YTD | +59.8% | +53.2% | +6.5% | +35.1% |
| 1Y | +71.8% | +40.8% | +31.0% | +49.1% |
| 3Y | +119.0% | +109.7% | +9.2% | +64.3% |
| 5Y | -43.8% | +64.5% | -108.3% | -56.5% |
| 10Y | +56.4% | +192.4% | -136.0% | -7.1% |
| All | +999.9% | +8,339.8% | -7,339.9% | +362.3% |
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