+40.7%
ILMN vs ESTC
+25.2%
+15.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.8% |
| 7D | +1.2% | -8.1% | +9.3% | +2.6% |
| 30D | +9.2% | +31.7% | -22.5% | +3.0% |
| 3M | +29.8% | +41.1% | -11.2% | +20.5% |
| 6M | +69.2% | +77.1% | -7.9% | +48.9% |
| YTD | +66.4% | +21.7% | +44.7% | +56.8% |
| 1Y | +123.4% | +8.4% | +115.0% | +114.5% |
| All | +40.7% | +25.2% | +15.5% | +21.6% |
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