+40.7%
ILMN vs ECL
+57.4%
-16.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.2% | -2.6% | +3.8% | +2.3% |
| 30D | +9.2% | -2.2% | +11.3% | +10.1% |
| 3M | +29.8% | +10.1% | +19.7% | +24.2% |
| 6M | +69.2% | -5.7% | +74.9% | +73.2% |
| YTD | +66.4% | +7.0% | +59.4% | +60.2% |
| 1Y | +123.4% | +2.7% | +120.7% | +119.0% |
| All | +40.7% | +57.4% | -16.7% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling