+967.7%
EMR vs ILMN
+1,366.8%
-399.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.6% | -0.5% |
| 7D | -1.6% | -9.7% | +8.1% | -0.2% |
| 30D | +2.0% | -20.4% | +22.4% | +5.0% |
| 3M | +3.8% | +10.0% | -6.2% | +1.7% |
| 6M | +10.5% | +49.5% | -39.0% | +3.4% |
| YTD | +23.7% | +62.5% | -38.8% | +13.9% |
| 1Y | +25.4% | +76.0% | -50.6% | +14.2% |
| 3Y | +86.6% | +94.2% | -7.6% | +63.8% |
| 5Y | +83.0% | -46.3% | +129.3% | +86.8% |
| 10Y | +319.5% | +62.7% | +256.8% | +264.5% |
| All | +967.7% | +1,366.8% | -399.1% | +493.6% |
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