-45.5%
ILMN vs ESTC
-48.9%
+3.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.2% | +1.8% |
| 7D | -9.7% | -11.5% | +1.8% | -6.5% |
| 30D | -20.4% | -7.5% | -12.9% | -18.4% |
| 3M | +10.0% | +23.1% | -13.0% | +2.7% |
| 6M | +49.5% | +75.3% | -25.8% | +24.5% |
| YTD | +62.5% | +14.1% | +48.4% | +51.0% |
| 1Y | +76.0% | -0.6% | +76.6% | +69.1% |
| 3Y | +94.2% | +20.8% | +73.4% | +57.7% |
| All | -45.5% | -48.9% | +3.4% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling