+5,145.9%
EW vs ILMN
+1,331.5%
+3,814.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.2% | +9.6% | +2.5% |
| 7D | +6.8% | -28.3% | +35.0% | +11.1% |
| 30D | +16.6% | -24.0% | +40.5% | +20.3% |
| 3M | +13.3% | +4.1% | +9.3% | +11.8% |
| 6M | +21.6% | +49.6% | -28.0% | +14.2% |
| YTD | +18.3% | +58.6% | -40.3% | +9.8% |
| 1Y | +21.7% | +69.9% | -48.2% | +11.9% |
| 3Y | +50.3% | +82.9% | -32.6% | +33.2% |
| 5Y | -15.0% | -47.6% | +32.6% | -12.9% |
| 10Y | +237.5% | +58.8% | +178.6% | +204.3% |
| All | +5,145.9% | +1,331.5% | +3,814.5% | +3,344.1% |
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