-31.9%
ILMN vs ESTC
+31.2%
-63.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.3% |
| 7D | +1.2% | -8.1% | +9.3% | +3.6% |
| 30D | +9.2% | +31.7% | -22.5% | -0.7% |
| 3M | +29.8% | +41.1% | -11.2% | +15.1% |
| 6M | +69.2% | +77.1% | -7.9% | +38.8% |
| YTD | +66.4% | +21.7% | +44.7% | +50.6% |
| 1Y | +123.4% | +8.4% | +115.0% | +107.2% |
| 3Y | +33.2% | +23.6% | +9.5% | +7.7% |
| 5Y | -52.0% | -46.5% | -5.5% | -54.0% |
| All | -31.9% | +31.2% | -63.1% | -58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling