-45.5%
ILMN vs ESI
+28.5%
-74.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.5% | +1.6% |
| 7D | -9.7% | -8.5% | -1.2% | -5.8% |
| 30D | -20.4% | -15.7% | -4.7% | -13.8% |
| 3M | +10.0% | -18.2% | +28.3% | +20.1% |
| 6M | +49.5% | -28.8% | +78.3% | +69.8% |
| YTD | +62.5% | +26.3% | +36.2% | +31.4% |
| 1Y | +76.0% | +18.2% | +57.8% | +47.2% |
| 3Y | +94.2% | +68.1% | +26.1% | +26.2% |
| All | -45.5% | +28.5% | -74.0% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling