+1,045.4%
ILMN vs EL
+527.6%
+517.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.5% | -2.5% |
| 7D | +1.2% | +0.8% | +0.4% | +0.9% |
| 30D | +9.2% | +19.8% | -10.7% | +2.6% |
| 3M | +29.8% | +25.7% | +4.1% | +19.8% |
| 6M | +69.2% | +5.4% | +63.8% | +63.7% |
| YTD | +66.4% | +0.2% | +66.2% | +61.1% |
| 1Y | +123.4% | +20.4% | +103.0% | +101.4% |
| 3Y | +33.2% | -32.1% | +65.3% | +38.4% |
| 5Y | -52.0% | -67.2% | +15.2% | -37.3% |
| 10Y | +33.6% | +31.7% | +1.9% | +9.4% |
| All | +1,045.4% | +527.6% | +517.7% | +400.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling