-54.1%
ILMN vs ETSY
-66.8%
+12.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -2.3% |
| 7D | -3.9% | -12.9% | +9.0% | -0.2% |
| 30D | +6.9% | -11.5% | +18.3% | +10.3% |
| 3M | +28.1% | +3.5% | +24.6% | +25.8% |
| 6M | +65.0% | +27.6% | +37.3% | +50.6% |
| YTD | +56.3% | +28.4% | +27.9% | +41.0% |
| 1Y | +108.7% | +27.1% | +81.6% | +84.7% |
| 3Y | +33.1% | +6.0% | +27.0% | +19.1% |
| 5Y | -54.1% | -67.1% | +13.0% | -48.4% |
| All | -54.1% | -66.8% | +12.7% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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