+115.0%
ILMN vs EL
+15.2%
+99.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.9% |
| 7D | +1.9% | +1.7% | +0.2% | +1.6% |
| 30D | +12.3% | +15.5% | -3.2% | +9.5% |
| 3M | +33.5% | +20.6% | +13.0% | +29.5% |
| 6M | +69.4% | +10.5% | +58.9% | +63.7% |
| YTD | +60.9% | -1.9% | +62.8% | +55.6% |
| 1Y | +115.0% | +16.1% | +98.9% | +102.6% |
| All | +115.0% | +15.2% | +99.8% | +102.6% |
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