+73.7%
ILMN vs ECL
+19.8%
+53.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -6.0% | -2.3% | -3.7% | -5.5% |
| 30D | -23.0% | +8.3% | -31.3% | -24.7% |
| 3M | +10.4% | +8.4% | +2.0% | +7.8% |
| 6M | +49.4% | +23.3% | +26.1% | +39.8% |
| YTD | +62.3% | +18.2% | +44.1% | +52.5% |
| 1Y | +73.7% | +18.8% | +54.9% | +63.1% |
| All | +73.7% | +19.8% | +53.9% | +63.1% |
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