+262.5%
ECHO vs ILMN
-46.1%
+308.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.8% | +4.7% |
| 7D | -2.4% | -9.7% | +7.3% | -0.1% |
| 30D | -3.1% | -20.4% | +17.3% | +1.6% |
| 3M | +8.7% | +10.0% | -1.3% | +5.4% |
| 6M | -24.8% | +49.5% | -74.2% | -32.1% |
| YTD | -13.0% | +62.5% | -75.4% | -23.6% |
| 1Y | +33.9% | +76.0% | -42.1% | +15.5% |
| 3Y | +791.8% | +94.2% | +697.6% | +625.5% |
| All | +262.5% | -46.1% | +308.7% | +224.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling