+427.8%
EWT vs ILMN
+64.4%
+363.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | -0.5% |
| 7D | -3.7% | -9.8% | +6.1% | -1.5% |
| 30D | -17.2% | -22.7% | +5.6% | -13.1% |
| 3M | -7.3% | +12.1% | -19.4% | -10.0% |
| 6M | -1.5% | +51.5% | -53.0% | -10.1% |
| YTD | +49.0% | +63.9% | -14.8% | +33.1% |
| 1Y | +50.6% | +76.6% | -25.9% | +32.4% |
| 3Y | +148.9% | +124.6% | +24.3% | +100.3% |
| 5Y | +116.1% | -42.7% | +158.8% | +124.0% |
| 10Y | +427.8% | +59.7% | +368.2% | +341.5% |
| All | +427.8% | +64.4% | +363.4% | +341.5% |
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