+81.1%
ETN vs ILMN
+32.3%
+48.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -1.2% |
| 7D | +6.2% | -3.9% | +10.1% | +6.8% |
| 30D | -6.7% | +6.9% | -13.6% | -7.7% |
| 3M | +3.6% | +28.1% | -24.5% | -0.5% |
| 6M | +18.3% | +65.0% | -46.6% | +9.0% |
| YTD | +31.5% | +56.3% | -24.8% | +21.5% |
| 1Y | +20.6% | +108.7% | -88.1% | +4.9% |
| All | +81.1% | +32.3% | +48.8% | +68.6% |
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 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