+32.3%
ILMN vs ECL
+150.0%
-117.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.2% | -2.6% | +3.8% | +2.7% |
| 30D | +9.2% | -2.2% | +11.3% | +10.5% |
| 3M | +29.8% | +10.1% | +19.7% | +22.5% |
| 6M | +69.2% | -5.7% | +74.9% | +73.7% |
| YTD | +66.4% | +7.0% | +59.4% | +58.6% |
| 1Y | +123.4% | +2.7% | +120.7% | +117.1% |
| 3Y | +33.2% | +57.7% | -24.6% | -0.6% |
| 5Y | -52.0% | +31.1% | -83.1% | -61.3% |
| All | +32.3% | +150.0% | -117.7% | -30.9% |
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