-38.9%
ETHA vs ILMN
+85.8%
-124.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.1% | -5.6% |
| 7D | -5.3% | -2.6% | -2.7% | -4.7% |
| 30D | -14.2% | -20.6% | +6.5% | -8.4% |
| 3M | +10.7% | +17.5% | -6.7% | +2.8% |
| 6M | -8.4% | +55.6% | -64.0% | -23.2% |
| YTD | -28.6% | +68.3% | -96.9% | -42.8% |
| 1Y | -38.8% | +81.1% | -119.9% | -52.5% |
| All | -38.9% | +85.8% | -124.8% | -60.2% |
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