+76.6%
ILMN vs ESI
+18.3%
+58.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.5% |
| 7D | -9.8% | -6.6% | -3.2% | -8.5% |
| 30D | -22.7% | -9.8% | -12.9% | -21.2% |
| 3M | +12.1% | -11.9% | +24.0% | +14.4% |
| 6M | +51.5% | -25.1% | +76.6% | +55.9% |
| YTD | +63.9% | +31.9% | +32.0% | +44.8% |
| 1Y | +76.6% | +19.2% | +57.4% | +62.5% |
| All | +76.6% | +18.3% | +58.2% | +62.5% |
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