+991.7%
ILMN vs ES
+688.5%
+303.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +2.1% | -10.3% | -9.0% |
| 7D | -28.3% | +5.9% | -34.2% | -30.1% |
| 30D | -24.0% | +10.2% | -34.2% | -27.2% |
| 3M | +4.1% | +0.4% | +3.7% | +3.2% |
| 6M | +49.6% | +6.9% | +42.7% | +44.1% |
| YTD | +58.6% | +10.5% | +48.1% | +50.0% |
| 1Y | +69.9% | +3.2% | +66.7% | +64.6% |
| 3Y | +82.9% | +49.0% | +33.8% | +48.0% |
| 5Y | -47.6% | +4.5% | -52.1% | -50.9% |
| 10Y | +58.8% | +92.3% | -33.5% | +6.2% |
| All | +991.7% | +688.5% | +303.2% | +228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling