-75.6%
ETHA vs ILMN
+75.3%
-150.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +3.5% | -4.6% | +8.1% | +5.1% |
| 30D | +35.2% | +9.1% | +26.1% | +31.8% |
| 3M | -49.2% | +29.3% | -78.5% | -54.0% |
| 6M | -59.8% | +75.1% | -134.8% | -67.4% |
| YTD | -71.5% | +58.7% | -130.3% | -76.5% |
| 1Y | -81.9% | +118.9% | -200.8% | -87.0% |
| All | -75.6% | +75.3% | -150.9% | -83.6% |
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 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