+129.3%
ILMN vs EL
+3.0%
+126.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -2.9% | +1.5% | -4.4% | -3.3% |
| 30D | -23.8% | +10.0% | -33.8% | -26.0% |
| 3M | +7.5% | +28.4% | -21.0% | -0.4% |
| 6M | +42.8% | +37.1% | +5.7% | +29.1% |
| YTD | +57.8% | +7.8% | +50.0% | +49.5% |
| 1Y | +72.6% | +26.0% | +46.6% | +54.8% |
| 3Y | +129.3% | +3.8% | +125.5% | +91.0% |
| All | +129.3% | +3.0% | +126.4% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling