+81.4%
ILMN vs ED
+24.7%
+56.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.5% |
| 7D | -2.6% | -0.1% | -2.5% | -2.4% |
| 30D | -20.6% | +11.6% | -32.2% | -18.7% |
| 3M | +17.5% | +10.5% | +6.9% | +20.5% |
| 6M | +55.6% | +13.2% | +42.4% | +60.4% |
| YTD | +68.3% | +22.1% | +46.2% | +76.8% |
| All | +81.4% | +24.7% | +56.6% | +90.8% |
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 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