-54.1%
ILMN vs ET
+242.4%
-296.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.1% |
| 7D | -3.9% | +0.6% | -4.5% | -4.1% |
| 30D | +6.9% | +5.3% | +1.6% | +4.8% |
| 3M | +28.1% | +15.6% | +12.5% | +21.3% |
| 6M | +65.0% | +20.6% | +44.3% | +53.0% |
| YTD | +56.3% | +38.5% | +17.8% | +37.2% |
| 1Y | +108.7% | +35.7% | +73.0% | +84.4% |
| 3Y | +33.1% | +98.4% | -65.3% | -1.3% |
| 5Y | -54.1% | +245.3% | -299.4% | -70.5% |
| All | -54.1% | +242.4% | -296.5% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling