-1.5%
ELV vs ILMN
+88.1%
-89.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -3.9% | -1.6% |
| 7D | +1.3% | -9.7% | +11.0% | +1.9% |
| 30D | +5.3% | -20.4% | +25.7% | +6.4% |
| 3M | +9.2% | +10.0% | -0.8% | +7.8% |
| 6M | +14.5% | +49.5% | -34.9% | +10.2% |
| YTD | +23.2% | +62.5% | -39.3% | +17.4% |
| 1Y | +38.0% | +76.0% | -37.9% | +30.7% |
| 3Y | -1.5% | +94.2% | -95.7% | -6.8% |
| All | -1.5% | +88.1% | -89.6% | -6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling