+1,018.6%
ILMN vs EL
+565.1%
+453.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.2% | +1.7% |
| 7D | -9.7% | +0.8% | -10.4% | -10.0% |
| 30D | -20.4% | +16.5% | -36.9% | -24.6% |
| 3M | +10.0% | +29.2% | -19.2% | +0.3% |
| 6M | +49.5% | +27.9% | +21.6% | +35.7% |
| YTD | +62.5% | +6.2% | +56.3% | +53.6% |
| 1Y | +76.0% | +27.2% | +48.8% | +55.9% |
| 3Y | +94.2% | +3.2% | +91.0% | +75.3% |
| 5Y | -46.3% | -66.0% | +19.7% | -31.0% |
| 10Y | +62.7% | +58.3% | +4.4% | +25.2% |
| All | +1,018.6% | +565.1% | +453.5% | +376.7% |
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