+70.5%
ILMN vs ESI
+323.5%
-253.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.5% | +1.5% |
| 7D | -2.6% | -3.5% | +0.9% | -1.0% |
| 30D | -20.6% | -9.3% | -11.4% | -17.2% |
| 3M | +17.5% | -12.8% | +30.3% | +23.8% |
| 6M | +55.6% | -24.6% | +80.2% | +70.6% |
| YTD | +68.3% | +32.7% | +35.6% | +41.2% |
| 1Y | +81.1% | +20.3% | +60.8% | +58.3% |
| 3Y | +112.2% | +80.2% | +32.0% | +53.0% |
| 5Y | -42.6% | +40.0% | -82.5% | -54.9% |
| 10Y | +70.5% | +310.8% | -240.3% | -18.8% |
| All | +70.5% | +323.5% | -253.0% | -18.8% |
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