-43.8%
ILMN vs ES
+6.6%
-50.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -2.9% | +2.7% | -5.6% | -3.7% |
| 30D | -23.8% | +7.6% | -31.4% | -26.0% |
| 3M | +7.5% | +0.5% | +7.0% | +6.9% |
| 6M | +42.8% | +7.6% | +35.2% | +37.8% |
| YTD | +57.8% | +10.2% | +47.6% | +50.2% |
| 1Y | +72.6% | +1.8% | +70.8% | +68.9% |
| 3Y | +129.3% | +55.4% | +74.0% | +75.9% |
| All | -43.8% | +6.6% | -50.4% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling