+139.2%
ILMN vs ESI
+200.4%
-61.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -0.9% |
| 7D | +0.7% | +8.3% | -7.6% | -1.9% |
| 30D | -22.7% | -10.4% | -12.3% | -19.7% |
| 3M | +8.6% | -13.2% | +21.8% | +13.5% |
| 6M | +43.8% | -23.9% | +67.7% | +54.6% |
| YTD | +59.8% | +34.2% | +25.6% | +39.7% |
| 1Y | +71.8% | +22.2% | +49.6% | +54.8% |
| 3Y | +119.0% | +79.2% | +39.8% | +72.7% |
| 5Y | -43.8% | +38.1% | -82.0% | -52.5% |
| 10Y | +56.4% | +323.6% | -267.1% | -6.3% |
| All | +139.2% | +200.4% | -61.2% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling