+93.9%
ILMN vs ESI
+27.8%
+66.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.6% | -0.3% | -4.0% |
| 7D | -21.6% | -6.6% | -15.0% | -20.5% |
| 30D | -22.9% | -10.9% | -11.9% | -21.4% |
| 3M | +11.6% | -13.8% | +25.4% | +13.9% |
| 6M | +62.5% | -21.5% | +84.1% | +65.8% |
| YTD | +72.7% | +34.7% | +38.0% | +52.5% |
| 1Y | +93.9% | +24.9% | +69.0% | +76.0% |
| All | +93.9% | +27.8% | +66.0% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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