-51.5%
ILMN vs EME
+549.2%
-600.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.0% |
| 7D | +1.2% | +1.9% | -0.7% | +0.7% |
| 30D | +9.2% | -8.3% | +17.5% | +11.5% |
| 3M | +29.8% | -10.7% | +40.6% | +32.6% |
| 6M | +69.2% | +1.9% | +67.3% | +66.1% |
| YTD | +66.4% | +23.5% | +42.9% | +52.6% |
| 1Y | +123.4% | +18.0% | +105.4% | +104.6% |
| 3Y | +33.2% | +236.1% | -202.9% | -21.4% |
| All | -51.5% | +549.2% | -600.7% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling