+684.4%
ILMN vs EMB
+127.1%
+557.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.0% |
| 7D | -9.8% | +0.5% | -10.3% | -10.2% |
| 30D | -22.7% | +0.9% | -23.6% | -23.4% |
| 3M | +12.1% | -2.1% | +14.2% | +14.5% |
| 6M | +51.5% | -2.2% | +53.7% | +55.0% |
| YTD | +63.9% | -0.6% | +64.5% | +65.1% |
| 1Y | +76.6% | +0.2% | +76.3% | +76.5% |
| 3Y | +124.6% | +29.5% | +95.1% | +76.8% |
| 5Y | -42.7% | +8.0% | -50.7% | -46.8% |
| 10Y | +59.7% | +35.3% | +24.3% | +29.1% |
| All | +684.4% | +127.1% | +557.3% | +409.0% |
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