+71.8%
ILMN vs ES
+1.3%
+70.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.5% |
| 7D | +0.7% | -1.1% | +1.8% | +0.7% |
| 30D | -22.7% | +8.2% | -30.9% | -22.8% |
| 3M | +8.6% | +0.6% | +8.0% | +9.4% |
| 6M | +43.8% | +6.0% | +37.8% | +43.9% |
| YTD | +59.8% | +9.3% | +50.4% | +59.7% |
| 1Y | +71.8% | +1.1% | +70.7% | +74.7% |
| All | +71.8% | +1.3% | +70.5% | +74.7% |
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