+22.2%
ILMN vs ELF
+383.9%
-361.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.3% | +1.5% |
| 7D | -9.7% | +4.0% | -13.7% | -10.2% |
| 30D | -20.4% | +10.6% | -31.0% | -21.7% |
| 3M | +10.0% | +25.8% | -15.8% | +5.8% |
| 6M | +49.5% | +89.1% | -39.6% | +33.4% |
| YTD | +62.5% | +52.7% | +9.8% | +48.5% |
| 1Y | +76.0% | +51.7% | +24.2% | +60.6% |
| 3Y | +94.2% | +14.2% | +79.9% | +72.5% |
| 5Y | -46.3% | +270.7% | -317.0% | -62.2% |
| 10Y | +62.7% | +341.9% | -279.2% | -1.4% |
| All | +22.2% | +383.9% | -361.7% | -25.9% |
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 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