-44.1%
ETHA vs ILMN
+74.3%
-118.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.0% |
| 7D | -12.5% | -2.9% | -9.7% | -11.8% |
| 30D | -19.8% | -23.8% | +4.0% | -13.2% |
| 3M | +3.1% | +7.5% | -4.3% | -1.4% |
| 6M | -13.8% | +42.8% | -56.6% | -25.7% |
| YTD | -34.6% | +57.8% | -92.4% | -46.5% |
| 1Y | -38.7% | +72.6% | -111.3% | -51.7% |
| All | -44.1% | +74.3% | -118.3% | -62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling