+2,419.4%
ELV vs ILMN
+4,058.1%
-1,638.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | +3.3% | +1.2% | +2.1% | +3.2% |
| 30D | +4.2% | +9.2% | -5.0% | +3.0% |
| 3M | -0.1% | +29.8% | -29.9% | -3.3% |
| 6M | +41.3% | +69.2% | -27.9% | +32.2% |
| YTD | +17.4% | +66.4% | -48.9% | +9.9% |
| 1Y | +35.1% | +123.4% | -88.3% | +21.4% |
| 3Y | -3.2% | +33.2% | -36.4% | -9.3% |
| 5Y | +15.6% | -52.0% | +67.6% | +19.4% |
| 10Y | +276.8% | +33.6% | +243.2% | +238.8% |
| All | +2,419.4% | +4,058.1% | -1,638.7% | +1,445.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling