+5,509.7%
ETN vs ILMN
+1,342.1%
+4,167.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.2% |
| 7D | +10.1% | +0.7% | +9.4% | +10.0% |
| 30D | -15.9% | -22.7% | +6.8% | -12.9% |
| 3M | -21.7% | +8.6% | -30.3% | -22.8% |
| 6M | -10.1% | +43.8% | -53.9% | -15.0% |
| YTD | +14.0% | +59.8% | -45.7% | +5.6% |
| 1Y | -1.7% | +71.8% | -73.5% | -9.8% |
| 3Y | +67.9% | +119.0% | -51.1% | +45.6% |
| 5Y | +125.5% | -43.8% | +169.4% | +129.0% |
| 10Y | +553.3% | +56.4% | +496.8% | +469.7% |
| All | +5,509.7% | +1,342.1% | +4,167.6% | +3,050.0% |
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