+677.9%
ILMN vs EMB
+126.0%
+551.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -9.7% | -0.1% | -9.6% | -9.6% |
| 30D | -20.4% | +1.3% | -21.7% | -21.4% |
| 3M | +10.0% | -2.7% | +12.7% | +13.1% |
| 6M | +49.5% | -2.8% | +52.3% | +54.0% |
| YTD | +62.5% | -1.1% | +63.6% | +64.6% |
| 1Y | +76.0% | 0.0% | +76.0% | +76.3% |
| 3Y | +94.2% | +28.8% | +65.4% | +53.7% |
| 5Y | -46.3% | +6.0% | -52.3% | -49.3% |
| 10Y | +62.7% | +29.1% | +33.6% | +35.3% |
| All | +677.9% | +126.0% | +551.9% | +407.3% |
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 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