+696.5%
ILMN vs EMB
+132.1%
+564.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +9.2% | -0.3% | +9.5% | +9.6% |
| 3M | +29.8% | -0.4% | +30.3% | +30.5% |
| 6M | +69.2% | +0.1% | +69.1% | +69.4% |
| YTD | +66.4% | +1.6% | +64.8% | +64.1% |
| 1Y | +123.4% | +5.6% | +117.8% | +112.1% |
| 3Y | +33.2% | +29.8% | +3.3% | +4.6% |
| 5Y | -52.0% | +7.3% | -59.2% | -55.3% |
| 10Y | +33.6% | +30.4% | +3.2% | +9.4% |
| All | +696.5% | +132.1% | +564.4% | +405.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling