+93.9%
ILMN vs ED
+27.1%
+66.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -7.9% | -3.8% |
| 7D | -21.6% | +5.4% | -26.9% | -20.1% |
| 30D | -22.9% | +16.4% | -39.2% | -19.9% |
| 3M | +11.6% | +11.9% | -0.3% | +15.5% |
| 6M | +62.5% | +11.6% | +51.0% | +68.4% |
| YTD | +72.7% | +24.1% | +48.6% | +85.8% |
| 1Y | +93.9% | +26.9% | +67.0% | +109.7% |
| All | +93.9% | +27.1% | +66.7% | +109.7% |
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