+56.6%
EWZ vs ILMN
-49.5%
+106.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.2% | +6.7% | -0.5% |
| 7D | -4.2% | -28.3% | +24.1% | -0.3% |
| 30D | -26.1% | -24.0% | -2.2% | -23.8% |
| 3M | -12.0% | +4.1% | -16.1% | -12.9% |
| 6M | -19.3% | +49.6% | -68.8% | -23.9% |
| YTD | +0.9% | +58.6% | -57.7% | -6.0% |
| 1Y | +3.4% | +69.9% | -66.5% | -4.6% |
| 3Y | +18.6% | +82.9% | -64.3% | +5.6% |
| 5Y | +56.6% | -47.6% | +104.2% | +61.9% |
| All | +56.6% | -49.5% | +106.1% | +61.9% |
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