+24.2%
EW vs ILMN
+74.5%
-50.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.8% |
| 7D | +6.5% | -6.0% | +12.5% | +7.1% |
| 30D | +22.5% | -23.0% | +45.5% | +25.7% |
| 3M | +13.0% | +10.4% | +2.6% | +10.2% |
| 6M | +37.1% | +49.4% | -12.3% | +27.4% |
| YTD | +24.1% | +62.3% | -38.2% | +12.7% |
| 1Y | +24.2% | +73.7% | -49.4% | +11.0% |
| All | +24.2% | +74.5% | -50.3% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling