-35.4%
ILMN vs ESTC
+25.9%
-61.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -2.9% | +2.4% | -5.3% | -3.5% |
| 30D | -23.8% | -4.2% | -19.6% | -22.6% |
| 3M | +7.5% | +2.5% | +5.0% | +5.9% |
| 6M | +42.8% | +81.5% | -38.7% | +17.1% |
| YTD | +57.8% | +16.8% | +41.0% | +45.0% |
| 1Y | +72.6% | -3.5% | +76.1% | +66.8% |
| 3Y | +129.3% | +17.7% | +111.6% | +90.1% |
| 5Y | -44.5% | -51.7% | +7.2% | -44.7% |
| All | -35.4% | +25.9% | -61.3% | -59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling