+25.1%
ILMN vs ELF
+357.0%
-331.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.9% |
| 3M | +29.8% | +113.2% | -83.4% | +14.0% |
| 6M | +69.2% | +36.6% | +32.6% | +58.9% |
| YTD | +66.4% | +44.2% | +22.2% | +53.6% |
| 1Y | +123.4% | -18.0% | +141.4% | +122.7% |
| 3Y | +33.2% | -19.9% | +53.1% | +24.9% |
| 5Y | -52.0% | +257.7% | -309.7% | -66.0% |
| All | +25.1% | +357.0% | -331.9% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling