+27.8%
ILMN vs EME
+1,266.0%
-1,238.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.4% | -2.2% |
| 7D | -3.9% | +2.7% | -6.6% | -4.7% |
| 30D | +6.9% | -6.8% | +13.7% | +8.9% |
| 3M | +28.1% | -8.8% | +36.9% | +30.2% |
| 6M | +65.0% | +5.0% | +60.0% | +60.2% |
| YTD | +56.3% | +23.5% | +32.8% | +42.7% |
| 1Y | +108.7% | +21.3% | +87.4% | +89.3% |
| 3Y | +33.1% | +241.1% | -208.0% | -18.7% |
| 5Y | -54.1% | +549.2% | -603.3% | -78.2% |
| 10Y | +27.8% | +1,306.4% | -1,278.6% | -58.1% |
| All | +27.8% | +1,266.0% | -1,238.1% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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