+72.1%
EEM vs ILMN
+103.6%
-31.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.4% |
| 7D | -0.1% | -2.6% | +2.4% | +0.2% |
| 30D | -8.6% | -20.6% | +12.0% | -6.1% |
| 3M | -7.0% | +17.5% | -24.5% | -9.4% |
| 6M | -9.7% | +55.6% | -65.3% | -15.3% |
| YTD | +12.1% | +68.3% | -56.2% | +3.7% |
| 1Y | +14.1% | +81.1% | -67.0% | +4.5% |
| 3Y | +72.1% | +112.2% | -40.0% | +51.1% |
| All | +72.1% | +103.6% | -31.5% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling