+88.2%
EMR vs ILMN
-44.2%
+132.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +2.7% | +0.7% | +1.9% | +2.5% |
| 30D | +2.1% | -22.7% | +24.8% | +6.8% |
| 3M | +2.3% | +8.6% | -6.4% | -0.4% |
| 6M | +22.5% | +43.8% | -21.3% | +12.5% |
| YTD | +27.2% | +59.8% | -32.6% | +13.6% |
| 1Y | +28.0% | +71.8% | -43.8% | +12.7% |
| 3Y | +103.4% | +119.0% | -15.6% | +64.0% |
| 5Y | +88.2% | -43.8% | +132.0% | +86.0% |
| All | +88.2% | -44.2% | +132.4% | +86.0% |
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 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