+123.4%
ILMN vs ED
+12.4%
+111.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.9% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | +9.2% | -0.1% | +9.3% | +9.2% |
| 3M | +29.8% | +3.9% | +25.9% | +32.0% |
| 6M | +69.2% | -3.0% | +72.2% | +67.9% |
| YTD | +66.4% | +10.7% | +55.7% | +78.3% |
| 1Y | +123.4% | +13.3% | +110.1% | +146.0% |
| All | +123.4% | +12.4% | +111.0% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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