+54.2%
EWZ vs ILMN
-44.7%
+98.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +0.8% | -2.9% | +3.6% | +1.1% |
| 30D | -24.4% | -23.8% | -0.5% | -22.0% |
| 3M | -4.6% | +7.5% | -12.0% | -5.9% |
| 6M | -11.6% | +42.8% | -54.3% | -16.1% |
| YTD | +2.4% | +57.8% | -55.4% | -4.6% |
| 1Y | +2.1% | +72.6% | -70.5% | -6.0% |
| 3Y | +18.7% | +129.3% | -110.6% | +2.7% |
| All | +54.2% | -44.7% | +98.8% | +61.0% |
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