+1,018.6%
ILMN vs ED
+1,142.8%
-124.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.8% | +3.2% |
| 7D | -9.7% | +1.6% | -11.3% | -10.3% |
| 30D | -20.4% | +13.3% | -33.7% | -24.0% |
| 3M | +10.0% | +9.7% | +0.3% | +6.1% |
| 6M | +49.5% | +12.8% | +36.7% | +42.6% |
| YTD | +62.5% | +22.3% | +40.2% | +50.3% |
| 1Y | +76.0% | +26.3% | +49.7% | +60.8% |
| 3Y | +94.2% | +45.0% | +49.1% | +65.0% |
| 5Y | -46.3% | +80.2% | -126.5% | -58.1% |
| 10Y | +62.7% | +129.9% | -67.1% | +8.9% |
| All | +1,018.6% | +1,142.8% | -124.2% | +446.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling