+70.5%
ILMN vs ENB
+99.8%
-29.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.2% |
| 7D | -2.6% | -3.7% | +1.1% | -1.1% |
| 30D | -20.6% | +1.7% | -22.3% | -21.2% |
| 3M | +17.5% | -6.3% | +23.8% | +20.2% |
| 6M | +55.6% | -9.2% | +64.8% | +60.8% |
| YTD | +68.3% | +3.1% | +65.2% | +63.8% |
| 1Y | +81.1% | +3.4% | +77.8% | +75.9% |
| 3Y | +112.2% | +68.9% | +43.2% | +61.8% |
| 5Y | -42.6% | +51.7% | -94.3% | -53.8% |
| 10Y | +70.5% | +98.3% | -27.9% | +12.0% |
| All | +70.5% | +99.8% | -29.3% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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