+687.4%
ETN vs ILMN
+27.8%
+659.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -1.1% |
| 7D | +6.2% | -3.9% | +10.1% | +7.0% |
| 30D | -6.7% | +6.9% | -13.6% | -8.1% |
| 3M | +3.6% | +28.1% | -24.5% | -1.9% |
| 6M | +18.3% | +65.0% | -46.6% | +6.0% |
| YTD | +31.5% | +56.3% | -24.8% | +18.3% |
| 1Y | +20.6% | +108.7% | -88.1% | +0.9% |
| 3Y | +82.5% | +33.1% | +49.5% | +62.9% |
| 5Y | +177.8% | -54.1% | +231.9% | +205.7% |
| All | +687.4% | +27.8% | +659.6% | +544.8% |
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 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