+40.5%
EEM vs ILMN
+127.6%
-87.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.0% |
| 7D | +2.3% | +1.2% | +1.1% | +2.2% |
| 30D | +4.5% | +9.2% | -4.6% | +3.5% |
| 3M | -0.1% | +29.8% | -29.9% | -2.6% |
| 6M | +16.9% | +69.2% | -52.3% | +11.4% |
| YTD | +26.2% | +66.4% | -40.2% | +20.3% |
| 1Y | +40.5% | +123.4% | -82.9% | +31.5% |
| All | +40.5% | +127.6% | -87.1% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling