+40.7%
ILMN vs ESI
+79.8%
-39.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.6% |
| 7D | +1.2% | +3.3% | -2.1% | 0.0% |
| 30D | +9.2% | -5.9% | +15.0% | +11.4% |
| 3M | +29.8% | -14.1% | +43.9% | +34.6% |
| 6M | +69.2% | +6.6% | +62.6% | +56.7% |
| YTD | +66.4% | +45.0% | +21.4% | +30.1% |
| 1Y | +123.4% | +41.5% | +81.9% | +76.5% |
| All | +40.7% | +79.8% | -39.1% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling