+181.9%
ECHO vs ILMN
+32.2%
+149.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.4% |
| 7D | +3.4% | +1.2% | +2.2% | +3.1% |
| 30D | +2.4% | +9.2% | -6.8% | +0.1% |
| 3M | -28.0% | +29.8% | -57.8% | -32.3% |
| 6M | -21.2% | +69.2% | -90.5% | -30.5% |
| YTD | -17.4% | +66.4% | -83.8% | -27.2% |
| 1Y | +33.6% | +123.4% | -89.8% | +9.1% |
| 3Y | +419.7% | +33.2% | +386.5% | +360.1% |
| 5Y | +241.7% | -52.0% | +293.7% | +257.2% |
| All | +181.9% | +32.2% | +149.7% | +135.6% |
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