+56.0%
ILMN vs ET
+160.8%
-104.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.9% | +2.5% | -5.4% | -3.5% |
| 30D | -23.8% | -2.5% | -21.4% | -23.3% |
| 3M | +7.5% | -4.9% | +12.3% | +8.7% |
| 6M | +42.8% | -0.1% | +42.8% | +42.4% |
| YTD | +57.8% | +26.2% | +31.6% | +47.5% |
| 1Y | +72.6% | +25.2% | +47.5% | +61.6% |
| 3Y | +129.3% | +84.2% | +45.2% | +92.8% |
| 5Y | -44.5% | +216.1% | -260.6% | -59.2% |
| All | +56.0% | +160.8% | -104.8% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling