+0.3%
EWZ vs ILMN
+76.2%
-75.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.2% | -1.1% |
| 7D | +1.3% | -9.8% | +11.1% | +2.4% |
| 30D | -26.2% | -22.7% | -3.4% | -24.3% |
| 3M | -8.6% | +12.1% | -20.7% | -8.8% |
| 6M | -17.0% | +51.5% | -68.5% | -18.8% |
| YTD | +2.2% | +63.9% | -61.7% | -1.6% |
| All | +0.3% | +76.2% | -75.8% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling