+93.9%
ILMN vs ET
+24.7%
+69.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.5% | -1.4% | -5.4% |
| 7D | -21.6% | -6.0% | -15.5% | -22.3% |
| 30D | -22.9% | -6.1% | -16.8% | -23.9% |
| 3M | +11.6% | -2.7% | +14.3% | +10.6% |
| 6M | +62.5% | +0.2% | +62.3% | +62.8% |
| YTD | +72.7% | +24.3% | +48.4% | +75.2% |
| 1Y | +93.9% | +26.4% | +67.5% | +95.1% |
| All | +93.9% | +24.7% | +69.1% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling