+59.7%
ILMN vs ESI
+306.3%
-246.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.4% |
| 7D | -9.8% | -6.6% | -3.2% | -7.1% |
| 30D | -22.7% | -9.8% | -12.9% | -19.2% |
| 3M | +12.1% | -11.9% | +24.0% | +17.6% |
| 6M | +51.5% | -25.1% | +76.6% | +66.5% |
| YTD | +63.9% | +31.9% | +32.0% | +37.8% |
| 1Y | +76.6% | +19.2% | +57.4% | +55.0% |
| 3Y | +124.6% | +76.2% | +48.4% | +63.6% |
| 5Y | -42.7% | +39.4% | -82.1% | -54.9% |
| 10Y | +59.7% | +304.9% | -245.2% | -23.3% |
| All | +59.7% | +306.3% | -246.6% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling