+565.0%
EWT vs ILMN
+1,365.4%
-800.4%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +5.9% |
| 7D | +3.2% | -6.0% | +9.2% | +4.2% |
| 30D | -12.3% | -23.0% | +10.7% | -9.4% |
| 3M | -3.6% | +10.4% | -14.0% | -5.2% |
| 6M | +3.1% | +49.4% | -46.3% | -2.7% |
| YTD | +57.7% | +62.3% | -4.6% | +46.5% |
| 1Y | +60.3% | +73.7% | -13.4% | +47.5% |
| 3Y | +163.4% | +122.5% | +40.9% | +129.9% |
| 5Y | +127.4% | -43.2% | +170.6% | +130.3% |
| 10Y | +462.7% | +59.0% | +403.7% | +392.4% |
| All | +565.0% | +1,365.4% | -800.4% | +265.4% |
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