+59.7%
ILMN vs EMB
+31.5%
+28.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.7% |
| 7D | -9.8% | +0.5% | -10.3% | -10.5% |
| 30D | -22.7% | +0.9% | -23.6% | -23.8% |
| 3M | +12.1% | -2.1% | +14.2% | +15.8% |
| 6M | +51.5% | -2.2% | +53.7% | +56.9% |
| YTD | +63.9% | -0.6% | +64.5% | +65.6% |
| 1Y | +76.6% | +0.2% | +76.3% | +76.2% |
| 3Y | +124.6% | +29.5% | +95.1% | +53.6% |
| 5Y | -42.7% | +8.0% | -50.7% | -48.7% |
| 10Y | +59.7% | +35.3% | +24.3% | +10.5% |
| All | +59.7% | +31.5% | +28.1% | +10.5% |
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