+62.0%
EW vs ILMN
+103.6%
-41.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +2.2% |
| 7D | +12.3% | -2.6% | +14.8% | +12.4% |
| 30D | +22.9% | -20.6% | +43.5% | +25.0% |
| 3M | +16.7% | +17.5% | -0.8% | +14.5% |
| 6M | +31.0% | +55.6% | -24.7% | +25.3% |
| YTD | +22.8% | +68.3% | -45.5% | +16.4% |
| 1Y | +25.6% | +81.1% | -55.5% | +18.3% |
| 3Y | +62.0% | +112.2% | -50.2% | +46.7% |
| All | +62.0% | +103.6% | -41.7% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling