+93.9%
ILMN vs ECL
+23.8%
+70.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.4% | -8.3% | -5.5% |
| 7D | -21.6% | +7.7% | -29.3% | -23.0% |
| 30D | -22.9% | +13.7% | -36.6% | -25.5% |
| 3M | +11.6% | +11.6% | 0.0% | +8.2% |
| 6M | +62.5% | +23.9% | +38.6% | +52.3% |
| YTD | +72.7% | +21.0% | +51.8% | +61.5% |
| 1Y | +93.9% | +23.1% | +70.7% | +80.2% |
| All | +93.9% | +23.8% | +70.1% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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