+76.0%
ILMN vs EMB
+0.4%
+75.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -9.7% | -0.1% | -9.6% | -9.4% |
| 30D | -20.4% | +1.3% | -21.7% | -21.6% |
| 3M | +10.0% | -2.2% | +12.3% | +14.7% |
| 6M | +49.5% | -2.3% | +51.8% | +56.8% |
| YTD | +62.5% | -0.6% | +63.1% | +67.1% |
| 1Y | +76.0% | +0.5% | +75.5% | +75.3% |
| All | +76.0% | +0.4% | +75.6% | +75.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling