+1,778.3%
ILMN vs ET
+1,310.3%
+468.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.4% |
| 3M | +7.5% | -4.9% | +12.3% | +8.6% |
| 6M | +42.8% | -0.1% | +42.8% | +42.4% |
| YTD | +57.8% | +26.2% | +31.6% | +48.4% |
| 1Y | +72.6% | +25.2% | +47.5% | +62.5% |
| 3Y | +129.3% | +84.2% | +45.2% | +95.8% |
| 5Y | -44.5% | +216.1% | -260.6% | -58.4% |
| 10Y | +54.5% | +160.7% | -106.1% | +12.1% |
| All | +1,778.3% | +1,310.3% | +468.0% | +441.2% |
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