+259.8%
ELV vs ILMN
+28.5%
+231.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.9% |
| 7D | -0.3% | +1.9% | -2.2% | -0.6% |
| 30D | +2.0% | +12.3% | -10.3% | 0.0% |
| 3M | -3.5% | +33.5% | -37.0% | -8.1% |
| 6M | +40.2% | +69.4% | -29.2% | +28.0% |
| YTD | +15.8% | +60.9% | -45.1% | +6.2% |
| 1Y | +33.2% | +115.0% | -81.8% | +15.4% |
| 3Y | -6.2% | +37.0% | -43.2% | -14.2% |
| 5Y | +16.4% | -53.1% | +69.6% | +29.4% |
| 10Y | +259.8% | +27.6% | +232.2% | +203.8% |
| All | +259.8% | +28.5% | +231.3% | +203.8% |
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