+136.6%
EWT vs ILMN
+88.1%
+48.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.5% | +1.4% | +3.5% |
| 7D | -11.7% | -9.7% | -2.1% | -10.1% |
| 30D | -23.2% | -20.4% | -2.8% | -20.3% |
| 3M | -12.5% | +10.0% | -22.5% | -14.1% |
| 6M | -5.9% | +49.5% | -55.4% | -12.3% |
| YTD | +40.5% | +62.5% | -22.0% | +28.4% |
| 1Y | +43.7% | +76.0% | -32.2% | +29.6% |
| 3Y | +136.6% | +94.2% | +42.5% | +103.6% |
| All | +136.6% | +88.1% | +48.6% | +103.6% |
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