+1,028.0%
ILMN vs ETR
+1,886.7%
-858.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -9.8% | +2.6% | -12.3% | -10.5% |
| 30D | -22.7% | +8.7% | -31.4% | -24.9% |
| 3M | +12.1% | +6.4% | +5.7% | +9.5% |
| 6M | +51.5% | +0.7% | +50.8% | +50.4% |
| YTD | +63.9% | +23.0% | +40.8% | +50.9% |
| 1Y | +76.6% | +17.9% | +58.7% | +65.0% |
| 3Y | +124.6% | +154.9% | -30.3% | +57.7% |
| 5Y | -42.7% | +157.3% | -200.0% | -60.1% |
| 10Y | +59.7% | +373.4% | -313.7% | -12.2% |
| All | +1,028.0% | +1,886.7% | -858.7% | +386.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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