+179.2%
ETN vs ILMN
-52.9%
+232.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +6.0% | +3.3% |
| 7D | +8.0% | +1.9% | +6.1% | +7.7% |
| 30D | -5.9% | +12.3% | -18.2% | -7.8% |
| 3M | +5.0% | +33.5% | -28.6% | -0.2% |
| 6M | +22.4% | +69.4% | -47.0% | +11.6% |
| YTD | +33.6% | +60.9% | -27.3% | +22.2% |
| 1Y | +22.1% | +115.0% | -92.8% | +5.1% |
| 3Y | +85.6% | +37.0% | +48.6% | +67.7% |
| 5Y | +179.2% | -53.1% | +232.4% | +212.0% |
| All | +179.2% | -52.9% | +232.1% | +212.0% |
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