+70.5%
ILMN vs ES
+82.6%
-12.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | -2.6% | -0.1% | -2.5% | -2.7% |
| 30D | -20.6% | +5.7% | -26.4% | -22.3% |
| 3M | +17.5% | -2.8% | +20.3% | +18.0% |
| 6M | +55.6% | +7.0% | +48.6% | +51.0% |
| YTD | +68.3% | +6.8% | +61.5% | +62.8% |
| 1Y | +81.1% | -0.5% | +81.6% | +78.8% |
| 3Y | +112.2% | +47.2% | +65.0% | +78.8% |
| 5Y | -42.6% | +2.3% | -44.9% | -45.2% |
| 10Y | +70.5% | +85.6% | -15.2% | +46.9% |
| All | +70.5% | +82.6% | -12.1% | +46.9% |
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