+59.0%
ILMN vs EMB
+36.3%
+22.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.1% |
| 7D | -6.0% | -0.4% | -5.6% | -5.3% |
| 30D | -23.0% | +1.5% | -24.6% | -24.8% |
| 3M | +10.4% | -1.6% | +12.0% | +13.1% |
| 6M | +49.4% | -1.5% | +50.9% | +53.0% |
| YTD | +62.3% | -0.1% | +62.4% | +62.7% |
| 1Y | +73.7% | +0.5% | +73.2% | +72.4% |
| 3Y | +122.5% | +30.2% | +92.3% | +50.8% |
| 5Y | -43.2% | +8.6% | -51.7% | -49.6% |
| 10Y | +59.0% | +36.9% | +22.1% | +8.6% |
| All | +59.0% | +36.3% | +22.7% | +8.6% |
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