+1,045.4%
ILMN vs ETR
+1,807.7%
-762.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +1.2% | +1.4% | -0.2% | +0.7% |
| 30D | +9.2% | +1.0% | +8.2% | +8.8% |
| 3M | +29.8% | -1.3% | +31.1% | +30.2% |
| 6M | +69.2% | +1.9% | +67.3% | +66.9% |
| YTD | +66.4% | +18.2% | +48.2% | +55.7% |
| 1Y | +123.4% | +24.7% | +98.7% | +105.0% |
| 3Y | +33.2% | +150.7% | -117.5% | -5.9% |
| 5Y | -52.0% | +127.0% | -179.0% | -65.1% |
| 10Y | +33.6% | +295.5% | -261.9% | -21.8% |
| All | +1,045.4% | +1,807.7% | -762.3% | +402.1% |
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