+854.3%
EEM vs ILMN
+17,774.9%
-16,920.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.1% |
| 7D | +2.3% | +1.2% | +1.1% | +2.0% |
| 30D | +4.5% | +9.2% | -4.6% | +2.6% |
| 3M | -0.1% | +29.8% | -29.9% | -5.3% |
| 6M | +16.9% | +69.2% | -52.3% | +5.1% |
| YTD | +26.2% | +66.4% | -40.2% | +13.3% |
| 1Y | +40.5% | +123.4% | -82.9% | +18.0% |
| 3Y | +86.2% | +33.2% | +53.0% | +67.7% |
| 5Y | +45.5% | -52.0% | +97.4% | +54.3% |
| 10Y | +128.6% | +33.6% | +95.0% | +90.5% |
| All | +854.3% | +17,774.9% | -16,920.7% | +344.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling