+159.0%
ECHO vs ILMN
+61.7%
+97.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.6% | +3.4% | +6.1% |
| 7D | +3.0% | -2.6% | +5.6% | +3.8% |
| 30D | +6.7% | -20.6% | +27.3% | +12.1% |
| 3M | +12.4% | +17.5% | -5.1% | +7.3% |
| 6M | -20.4% | +55.6% | -76.0% | -29.0% |
| YTD | -6.9% | +68.3% | -75.2% | -19.1% |
| 1Y | +37.7% | +81.1% | -43.4% | +17.7% |
| 3Y | +902.9% | +112.2% | +790.7% | +699.4% |
| 5Y | +275.3% | -42.6% | +317.9% | +276.2% |
| 10Y | +159.0% | +70.5% | +88.5% | +116.1% |
| All | +159.0% | +61.7% | +97.3% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling