+272.8%
ELV vs ILMN
+61.7%
+211.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.6% | -5.3% | -2.3% |
| 7D | +1.1% | -2.6% | +3.7% | +1.3% |
| 30D | +1.3% | -20.6% | +22.0% | +4.2% |
| 3M | +6.6% | +17.5% | -10.9% | +2.6% |
| 6M | +11.6% | +55.6% | -44.0% | +2.3% |
| YTD | +21.1% | +68.3% | -47.3% | +8.9% |
| 1Y | +34.2% | +81.1% | -46.9% | +19.3% |
| 3Y | -2.9% | +112.2% | -115.1% | -19.2% |
| 5Y | +4.6% | -42.6% | +47.2% | +10.8% |
| 10Y | +272.8% | +70.5% | +202.3% | +207.1% |
| All | +272.8% | +61.7% | +211.1% | +207.1% |
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 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