+49.5%
ILMN vs ELF
+89.8%
-40.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.3% | +1.7% |
| 7D | -9.7% | +4.0% | -13.7% | -10.1% |
| 30D | -20.4% | +10.6% | -31.0% | -21.2% |
| 3M | +10.0% | +25.8% | -15.8% | +8.3% |
| 6M | +49.5% | +89.1% | -39.6% | +42.6% |
| All | +49.5% | +89.8% | -40.4% | +42.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling