+27.6%
ILMN vs EMB
+29.2%
-1.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.1% |
| 7D | +1.9% | +0.3% | +1.6% | +1.5% |
| 30D | +12.3% | -0.5% | +12.8% | +13.2% |
| 3M | +33.5% | +0.3% | +33.2% | +33.0% |
| 6M | +69.4% | +1.2% | +68.2% | +66.8% |
| YTD | +60.9% | +1.5% | +59.4% | +57.6% |
| 1Y | +115.0% | +4.8% | +110.2% | +100.7% |
| 3Y | +37.0% | +30.4% | +6.7% | -6.7% |
| 5Y | -53.1% | +7.3% | -60.4% | -57.8% |
| 10Y | +27.6% | +29.7% | -2.1% | -1.9% |
| All | +27.6% | +29.2% | -1.6% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling