+135.9%
ILMN vs EME
+219.6%
-83.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.2% | -1.6% |
| 7D | -6.0% | +4.3% | -10.3% | -6.8% |
| 30D | -23.0% | -14.4% | -8.7% | -20.8% |
| 3M | +10.4% | -18.3% | +28.8% | +14.4% |
| 6M | +49.4% | -28.3% | +77.8% | +58.0% |
| YTD | +62.3% | +9.2% | +53.1% | +54.7% |
| 1Y | +73.7% | +4.3% | +69.4% | +67.3% |
| All | +135.9% | +219.6% | -83.7% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling