+70.5%
ILMN vs EL
+63.1%
+7.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +2.6% |
| 7D | -2.6% | +8.0% | -10.6% | -5.3% |
| 30D | -20.6% | +15.4% | -36.0% | -24.9% |
| 3M | +17.5% | +28.5% | -11.1% | +6.5% |
| 6M | +55.6% | +32.2% | +23.4% | +38.3% |
| YTD | +68.3% | +9.2% | +59.1% | +56.5% |
| 1Y | +81.1% | +30.8% | +50.3% | +56.3% |
| 3Y | +112.2% | +3.7% | +108.5% | +88.3% |
| 5Y | -42.6% | -64.8% | +22.2% | -21.9% |
| 10Y | +70.5% | +60.0% | +10.5% | +48.8% |
| All | +70.5% | +63.1% | +7.4% | +48.8% |
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