+1,832.0%
ILMN vs ET
+1,313.9%
+518.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -6.0% | +1.8% | -7.8% | -6.4% |
| 30D | -23.0% | -3.0% | -20.1% | -22.5% |
| 3M | +10.4% | -4.7% | +15.1% | +11.5% |
| 6M | +49.4% | +2.7% | +46.7% | +48.1% |
| YTD | +62.3% | +26.5% | +35.8% | +52.5% |
| 1Y | +73.7% | +25.0% | +48.7% | +63.6% |
| 3Y | +122.5% | +85.4% | +37.2% | +89.6% |
| 5Y | -43.2% | +215.5% | -258.7% | -57.4% |
| 10Y | +59.0% | +161.3% | -102.4% | +15.2% |
| All | +1,832.0% | +1,313.9% | +518.1% | +456.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling