+73.7%
ILMN vs ED
+24.8%
+48.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -1.0% |
| 7D | -6.0% | -0.9% | -5.1% | -6.3% |
| 30D | -23.0% | +11.2% | -34.2% | -21.0% |
| 3M | +10.4% | +11.8% | -1.4% | +13.7% |
| 6M | +49.4% | +14.1% | +35.3% | +54.5% |
| YTD | +62.3% | +23.0% | +39.4% | +71.3% |
| 1Y | +73.7% | +23.7% | +50.0% | +84.0% |
| All | +73.7% | +24.8% | +48.8% | +84.0% |
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