-43.2%
ILMN vs ESTC
-51.0%
+7.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -6.0% | -2.6% | -3.4% | -5.2% |
| 30D | -23.0% | -8.6% | -14.4% | -20.8% |
| 3M | +10.4% | +14.4% | -3.9% | +5.4% |
| 6M | +49.4% | +73.3% | -23.9% | +24.9% |
| YTD | +62.3% | +15.7% | +46.6% | +50.2% |
| 1Y | +73.7% | -7.6% | +81.3% | +71.0% |
| 3Y | +122.5% | +14.6% | +107.9% | +84.7% |
| 5Y | -43.2% | -50.0% | +6.9% | -48.9% |
| All | -43.2% | -51.0% | +7.8% | -48.9% |
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