+30.4%
EEM vs ILMN
-45.3%
+75.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.8% |
| 7D | -2.8% | -9.7% | +6.9% | -1.3% |
| 30D | -11.9% | -20.4% | +8.5% | -9.1% |
| 3M | -8.8% | +10.0% | -18.8% | -10.7% |
| 6M | -11.6% | +49.5% | -61.1% | -17.7% |
| YTD | +9.0% | +62.5% | -53.5% | -0.3% |
| 1Y | +10.6% | +76.0% | -65.4% | -0.2% |
| 3Y | +64.4% | +94.2% | -29.8% | +41.1% |
| All | +30.4% | -45.3% | +75.7% | +37.9% |
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