+70.5%
ILMN vs ED
+132.0%
-61.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | -20.6% | +11.6% | -32.2% | -22.5% |
| 3M | +17.5% | +10.5% | +6.9% | +14.8% |
| 6M | +55.6% | +13.2% | +42.4% | +51.2% |
| YTD | +68.3% | +22.1% | +46.2% | +60.7% |
| 1Y | +81.1% | +24.2% | +57.0% | +72.1% |
| 3Y | +112.2% | +46.9% | +65.2% | +89.4% |
| 5Y | -42.6% | +80.8% | -123.4% | -50.9% |
| 10Y | +70.5% | +134.3% | -63.8% | +38.8% |
| All | +70.5% | +132.0% | -61.6% | +38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling