+59.0%
ILMN vs ECL
+196.0%
-137.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | -6.0% | -2.3% | -3.7% | -4.7% |
| 30D | -23.0% | +8.3% | -31.3% | -26.5% |
| 3M | +10.4% | +8.4% | +2.0% | +5.2% |
| 6M | +49.4% | +23.3% | +26.1% | +32.0% |
| YTD | +62.3% | +18.2% | +44.1% | +46.1% |
| 1Y | +73.7% | +18.8% | +54.9% | +55.8% |
| 3Y | +122.5% | +78.5% | +44.0% | +55.3% |
| 5Y | -43.2% | +40.1% | -83.2% | -55.9% |
| 10Y | +59.0% | +196.5% | -137.5% | -13.7% |
| All | +59.0% | +196.0% | -137.1% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling