-45.5%
ILMN vs ES
+1.4%
-47.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +3.4% |
| 7D | -9.7% | +1.9% | -11.6% | -10.4% |
| 30D | -20.4% | +7.1% | -27.5% | -22.6% |
| 3M | +10.0% | -1.9% | +12.0% | +10.3% |
| 6M | +49.5% | +4.4% | +45.1% | +45.9% |
| YTD | +62.5% | +7.3% | +55.2% | +56.1% |
| 1Y | +76.0% | +2.1% | +73.8% | +71.6% |
| 3Y | +94.2% | +41.8% | +52.3% | +56.4% |
| All | -45.5% | +1.4% | -47.0% | -48.1% |
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