+27.6%
ILMN vs EL
+31.4%
-3.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.5% |
| 7D | +1.9% | +1.7% | +0.2% | +1.3% |
| 30D | +12.3% | +15.5% | -3.2% | +6.4% |
| 3M | +33.5% | +20.6% | +13.0% | +24.1% |
| 6M | +69.4% | +10.5% | +58.9% | +60.6% |
| YTD | +60.9% | -1.9% | +62.8% | +56.3% |
| 1Y | +115.0% | +16.1% | +98.9% | +93.4% |
| 3Y | +37.0% | -30.2% | +67.2% | +42.5% |
| 5Y | -53.1% | -67.4% | +14.2% | -34.1% |
| 10Y | +27.6% | +31.2% | -3.7% | +10.8% |
| All | +27.6% | +31.4% | -3.8% | +10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling