+93.9%
ILMN vs ES
-1.6%
+95.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -4.8% |
| 7D | -21.6% | +5.3% | -26.9% | -21.6% |
| 30D | -22.9% | +8.9% | -31.8% | -23.0% |
| 3M | +11.6% | -1.9% | +13.5% | +12.5% |
| 6M | +62.5% | +3.9% | +58.7% | +62.8% |
| YTD | +72.7% | +8.3% | +64.4% | +72.6% |
| 1Y | +93.9% | -0.1% | +94.0% | +96.7% |
| All | +93.9% | -1.6% | +95.4% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling