+301.5%
EMR vs ILMN
+61.7%
+239.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.6% | +0.8% | +3.6% |
| 7D | +2.1% | -2.6% | +4.7% | +2.6% |
| 30D | +4.8% | -20.6% | +25.4% | +9.8% |
| 3M | +7.5% | +17.5% | -10.0% | +2.2% |
| 6M | +20.9% | +55.6% | -34.8% | +7.1% |
| YTD | +29.2% | +68.3% | -39.2% | +11.5% |
| 1Y | +33.0% | +81.1% | -48.1% | +12.8% |
| 3Y | +109.8% | +112.2% | -2.4% | +63.3% |
| 5Y | +91.9% | -42.6% | +134.5% | +99.4% |
| 10Y | +301.5% | +70.5% | +231.0% | +223.0% |
| All | +301.5% | +61.7% | +239.8% | +223.0% |
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 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