+7.3%
ELV vs ILMN
-46.1%
+53.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -3.9% | -1.7% |
| 7D | +1.3% | -9.7% | +11.0% | +2.1% |
| 30D | +5.3% | -20.4% | +25.7% | +6.9% |
| 3M | +9.2% | +10.0% | -0.8% | +7.5% |
| 6M | +14.5% | +49.5% | -34.9% | +9.2% |
| YTD | +23.2% | +62.5% | -39.3% | +16.1% |
| 1Y | +38.0% | +76.0% | -37.9% | +29.1% |
| 3Y | -1.5% | +94.2% | -95.7% | -10.5% |
| All | +7.3% | -46.1% | +53.5% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling