+5,414.8%
ETN vs ILMN
+1,324.6%
+4,090.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | +3.6% | -2.9% | +6.5% | +4.0% |
| 30D | -13.4% | -23.8% | +10.4% | -10.1% |
| 3M | -21.9% | +7.5% | -29.4% | -22.9% |
| 6M | -12.8% | +42.8% | -55.5% | -17.4% |
| YTD | +12.1% | +57.8% | -45.7% | +4.0% |
| 1Y | +0.8% | +72.6% | -71.8% | -7.6% |
| 3Y | +64.5% | +129.3% | -64.9% | +41.8% |
| 5Y | +121.7% | -44.5% | +166.2% | +125.5% |
| 10Y | +542.2% | +54.5% | +487.7% | +461.0% |
| All | +5,414.8% | +1,324.6% | +4,090.2% | +3,002.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling