+31.8%
ILMN vs ES
+84.4%
-52.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | +9.2% | -2.0% | +11.1% | +9.8% |
| 3M | +29.8% | +1.7% | +28.2% | +28.9% |
| 6M | +69.2% | -3.5% | +72.7% | +70.5% |
| YTD | +66.4% | +7.9% | +58.5% | +61.0% |
| 1Y | +123.4% | +17.2% | +106.2% | +108.6% |
| 3Y | +33.2% | +29.3% | +3.9% | +17.6% |
| 5Y | -52.0% | -5.7% | -46.2% | -52.9% |
| All | +31.8% | +84.4% | -52.6% | -0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling