+37.0%
ILMN vs ET
+96.2%
-59.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | +12.3% | +6.9% | +5.4% | +10.0% |
| 3M | +33.5% | +13.1% | +20.5% | +28.6% |
| 6M | +69.4% | +18.7% | +50.6% | +59.5% |
| YTD | +60.9% | +37.4% | +23.5% | +43.3% |
| 1Y | +115.0% | +34.8% | +80.2% | +92.5% |
| 3Y | +37.0% | +96.8% | -59.8% | -4.4% |
| All | +37.0% | +96.2% | -59.2% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling