+73.7%
ILMN vs ESI
+23.9%
+49.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.8% |
| 7D | -6.0% | +1.8% | -7.8% | -6.4% |
| 30D | -23.0% | -6.6% | -16.5% | -22.1% |
| 3M | +10.4% | -9.4% | +19.8% | +11.9% |
| 6M | +49.4% | -24.1% | +73.5% | +53.1% |
| YTD | +62.3% | +37.1% | +25.2% | +42.1% |
| 1Y | +73.7% | +24.5% | +49.1% | +58.0% |
| All | +73.7% | +23.9% | +49.8% | +58.0% |
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