-28.7%
ETHA vs ILMN
+77.7%
-106.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +2.2% |
| 7D | +2.7% | +1.9% | +0.8% | +2.0% |
| 30D | +29.4% | +12.3% | +17.1% | +24.6% |
| 3M | +47.2% | +33.5% | +13.6% | +33.0% |
| 6M | +25.4% | +69.4% | -44.0% | +3.7% |
| YTD | -16.5% | +60.9% | -77.5% | -30.7% |
| 1Y | -42.3% | +115.0% | -157.3% | -57.9% |
| All | -28.7% | +77.7% | -106.3% | -51.8% |
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 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