-43.2%
ILMN vs ET
+216.9%
-260.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -6.0% | +1.8% | -7.8% | -6.6% |
| 30D | -23.0% | -3.0% | -20.1% | -22.2% |
| 3M | +10.4% | -4.7% | +15.1% | +12.1% |
| 6M | +49.4% | +2.7% | +46.7% | +47.1% |
| YTD | +62.3% | +26.5% | +35.8% | +45.7% |
| 1Y | +73.7% | +25.0% | +48.7% | +56.6% |
| 3Y | +122.5% | +85.4% | +37.2% | +63.8% |
| 5Y | -43.2% | +215.5% | -258.7% | -64.1% |
| All | -43.2% | +216.9% | -260.1% | -64.1% |
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 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