+39.9%
ELV vs ILMN
+92.1%
-52.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.9% | +9.8% | +5.0% |
| 7D | +4.8% | -21.6% | +26.3% | +5.1% |
| 30D | +10.1% | -22.9% | +32.9% | +10.5% |
| 3M | +15.4% | +11.6% | +3.8% | +14.7% |
| 6M | +17.7% | +62.5% | -44.8% | +14.6% |
| YTD | +25.7% | +72.7% | -47.0% | +19.9% |
| 1Y | +39.9% | +93.9% | -54.0% | +27.4% |
| All | +39.9% | +92.1% | -52.3% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling