+124.6%
ILMN vs ESTC
+19.0%
+105.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.7% | -2.0% |
| 7D | -9.8% | -3.6% | -6.2% | -9.0% |
| 30D | -22.7% | -11.2% | -11.6% | -20.7% |
| 3M | +12.1% | +14.3% | -2.3% | +9.0% |
| 6M | +51.5% | +67.0% | -15.5% | +35.2% |
| YTD | +63.9% | +15.7% | +48.2% | +56.3% |
| 1Y | +76.6% | -6.3% | +82.8% | +76.1% |
| 3Y | +124.6% | +14.5% | +110.1% | +101.8% |
| All | +124.6% | +19.0% | +105.5% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling