+114.1%
EEM vs ILMN
+64.4%
+49.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.2% |
| 7D | -0.9% | -9.8% | +8.9% | +1.2% |
| 30D | -9.3% | -22.7% | +13.4% | -5.0% |
| 3M | -7.1% | +12.1% | -19.1% | -10.1% |
| 6M | -10.4% | +51.5% | -61.9% | -18.8% |
| YTD | +11.3% | +63.9% | -52.6% | -1.5% |
| 1Y | +11.3% | +76.6% | -65.3% | -3.1% |
| 3Y | +69.6% | +124.6% | -55.0% | +33.8% |
| 5Y | +33.6% | -42.7% | +76.3% | +41.0% |
| 10Y | +114.1% | +59.7% | +54.5% | +80.4% |
| All | +114.1% | +64.4% | +49.7% | +80.4% |
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