+64.5%
ETN vs ILMN
+118.2%
-53.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | +3.6% | -2.9% | +6.5% | +4.2% |
| 30D | -13.4% | -23.8% | +10.4% | -9.3% |
| 3M | -21.9% | +7.5% | -29.4% | -22.6% |
| 6M | -12.8% | +42.8% | -55.5% | -17.5% |
| YTD | +12.1% | +57.8% | -45.7% | +3.6% |
| 1Y | +0.8% | +72.6% | -71.8% | -8.4% |
| 3Y | +64.5% | +129.3% | -64.9% | +41.4% |
| All | +64.5% | +118.2% | -53.8% | +41.4% |
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