+271.2%
EW vs ILMN
+54.3%
+216.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +4.9% | -2.9% | +7.8% | +5.7% |
| 30D | +23.9% | -23.8% | +47.8% | +31.6% |
| 3M | +15.8% | +7.5% | +8.3% | +11.3% |
| 6M | +31.7% | +42.8% | -11.1% | +16.6% |
| YTD | +25.7% | +57.8% | -32.1% | +7.3% |
| 1Y | +24.4% | +72.6% | -48.2% | +3.6% |
| 3Y | +65.9% | +129.3% | -63.5% | +16.7% |
| 5Y | -7.6% | -44.5% | +36.9% | +1.7% |
| All | +271.2% | +54.3% | +216.9% | +199.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling