+40.7%
ILMN vs ELF
-19.9%
+60.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.9% |
| 7D | +1.2% | +5.4% | -4.1% | +0.3% |
| 30D | +9.2% | +27.0% | -17.8% | +4.8% |
| 3M | +29.8% | +113.2% | -83.4% | +13.5% |
| 6M | +69.2% | +36.6% | +32.6% | +58.6% |
| YTD | +66.4% | +44.2% | +22.2% | +53.1% |
| 1Y | +123.4% | -18.0% | +141.4% | +124.1% |
| All | +40.7% | -19.9% | +60.6% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling