+153.0%
EWT vs ILMN
-51.8%
+204.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.1% |
| 7D | +4.0% | +1.2% | +2.7% | +3.7% |
| 30D | +10.3% | +9.2% | +1.1% | +8.5% |
| 3M | +6.1% | +29.8% | -23.8% | +1.2% |
| 6M | +56.6% | +69.2% | -12.6% | +42.8% |
| YTD | +76.6% | +66.4% | +10.2% | +60.7% |
| 1Y | +97.9% | +123.4% | -25.5% | +69.9% |
| 3Y | +198.0% | +33.2% | +164.8% | +170.6% |
| All | +153.0% | -51.8% | +204.8% | +177.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling