+115.0%
ILMN vs ESI
+39.5%
+75.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.8% | -3.4% |
| 7D | +1.9% | +5.4% | -3.5% | +0.9% |
| 30D | +12.3% | -4.2% | +16.5% | +13.1% |
| 3M | +33.5% | -9.6% | +43.2% | +33.9% |
| 6M | +69.4% | +18.3% | +51.0% | +53.7% |
| YTD | +60.9% | +45.8% | +15.1% | +28.0% |
| 1Y | +115.0% | +39.2% | +75.8% | +78.4% |
| All | +115.0% | +39.5% | +75.4% | +78.4% |
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