+73.7%
ILMN vs ELF
+48.3%
+25.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.0% | +4.3% | -10.3% | -6.5% |
| 30D | -23.0% | +7.7% | -30.8% | -23.7% |
| 3M | +10.4% | +24.7% | -14.3% | +8.0% |
| 6M | +49.4% | +114.6% | -65.2% | +38.1% |
| YTD | +62.3% | +55.8% | +6.6% | +50.7% |
| 1Y | +73.7% | +51.9% | +21.7% | +61.9% |
| All | +73.7% | +48.3% | +25.4% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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