+1,045.4%
ILMN vs EME
+12,279.0%
-11,233.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.2% |
| 7D | +1.2% | +1.9% | -0.7% | +0.5% |
| 30D | +9.2% | -8.3% | +17.5% | +12.5% |
| 3M | +29.8% | -10.7% | +40.6% | +33.6% |
| 6M | +69.2% | +1.9% | +67.3% | +64.7% |
| YTD | +66.4% | +23.5% | +42.9% | +48.6% |
| 1Y | +123.4% | +18.0% | +105.4% | +100.4% |
| 3Y | +33.2% | +236.1% | -202.9% | -25.1% |
| 5Y | -52.0% | +527.9% | -579.8% | -79.5% |
| 10Y | +33.6% | +1,252.8% | -1,219.2% | -61.8% |
| All | +1,045.4% | +12,279.0% | -11,233.6% | +18.6% |
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