+2,542.8%
ELV vs ILMN
+3,961.1%
-1,418.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -3.9% | -1.8% |
| 7D | +1.3% | -9.7% | +11.0% | +2.4% |
| 30D | +5.3% | -20.4% | +25.7% | +7.5% |
| 3M | +9.2% | +10.0% | -0.8% | +7.2% |
| 6M | +14.5% | +49.5% | -34.9% | +8.2% |
| YTD | +23.2% | +62.5% | -39.3% | +14.8% |
| 1Y | +38.0% | +76.0% | -37.9% | +27.4% |
| 3Y | -1.5% | +94.2% | -95.7% | -12.2% |
| 5Y | +8.5% | -46.3% | +54.8% | +9.9% |
| 10Y | +309.5% | +62.7% | +246.7% | +260.2% |
| All | +2,542.8% | +3,961.1% | -1,418.3% | +1,513.9% |
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