+123.4%
ILMN vs ESTC
+7.3%
+116.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -1.3% |
| 7D | +1.2% | -8.1% | +9.3% | +1.6% |
| 30D | +9.2% | +31.7% | -22.5% | +6.8% |
| 3M | +29.8% | +41.1% | -11.2% | +26.1% |
| 6M | +69.2% | +77.1% | -7.9% | +58.4% |
| YTD | +66.4% | +21.7% | +44.7% | +61.5% |
| 1Y | +123.4% | +8.4% | +115.0% | +121.1% |
| All | +123.4% | +7.3% | +116.1% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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