+123.4%
ILMN vs EL
+14.8%
+108.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.5% | -2.1% |
| 7D | +1.2% | +0.8% | +0.4% | +1.1% |
| 30D | +9.2% | +19.8% | -10.7% | +5.8% |
| 3M | +29.8% | +25.7% | +4.1% | +25.1% |
| 6M | +69.2% | +5.4% | +63.8% | +63.3% |
| YTD | +66.4% | +0.2% | +66.2% | +60.2% |
| 1Y | +123.4% | +20.4% | +103.0% | +108.0% |
| All | +123.4% | +14.8% | +108.6% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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