+999.9%
ILMN vs EME
+10,784.8%
-9,784.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +0.7% | +11.3% | -10.6% | -3.3% |
| 30D | -22.7% | -14.6% | -8.2% | -18.0% |
| 3M | +8.6% | -20.4% | +29.1% | +17.5% |
| 6M | +43.8% | -28.3% | +72.1% | +59.7% |
| YTD | +59.8% | +8.6% | +51.2% | +49.0% |
| 1Y | +71.8% | +3.2% | +68.6% | +63.1% |
| 3Y | +119.0% | +216.8% | -97.8% | +25.2% |
| 5Y | -43.8% | +417.5% | -461.3% | -74.2% |
| 10Y | +56.4% | +922.2% | -865.8% | -50.3% |
| All | +999.9% | +10,784.8% | -9,784.9% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling