+14.5%
ILMN vs ETSY
+179.0%
-164.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.2% |
| 7D | -9.8% | -3.7% | -6.0% | -9.1% |
| 30D | -22.7% | +12.8% | -35.5% | -25.0% |
| 3M | +12.1% | +7.6% | +4.5% | +9.5% |
| 6M | +51.5% | +34.4% | +17.1% | +39.9% |
| YTD | +63.9% | +56.0% | +7.8% | +44.4% |
| 1Y | +76.6% | +43.6% | +33.0% | +58.2% |
| 3Y | +124.6% | +36.8% | +87.8% | +95.6% |
| 5Y | -42.7% | -65.2% | +22.5% | -37.4% |
| 10Y | +59.7% | +653.5% | -593.8% | -1.4% |
| All | +14.5% | +179.0% | -164.6% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling