+103.8%
EEM vs ILMN
+56.1%
+47.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.7% |
| 7D | -2.8% | -9.7% | +6.9% | -0.9% |
| 30D | -11.9% | -20.4% | +8.5% | -8.3% |
| 3M | -8.8% | +10.0% | -18.8% | -11.5% |
| 6M | -11.6% | +49.5% | -61.1% | -19.7% |
| YTD | +9.0% | +62.5% | -53.5% | -3.3% |
| 1Y | +10.6% | +76.0% | -65.4% | -3.6% |
| 3Y | +64.4% | +94.2% | -29.8% | +34.0% |
| 5Y | +31.0% | -46.3% | +77.4% | +40.6% |
| All | +103.8% | +56.1% | +47.7% | +73.7% |
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