+16.2%
ILMN vs ETSY
+146.8%
-130.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.7% | +5.2% | -0.1% |
| 7D | +1.2% | -8.5% | +9.7% | +3.2% |
| 30D | +9.2% | -10.9% | +20.1% | +11.7% |
| 3M | +29.8% | +14.1% | +15.7% | +25.3% |
| 6M | +69.2% | +37.5% | +31.7% | +55.3% |
| YTD | +66.4% | +38.0% | +28.4% | +51.5% |
| 1Y | +123.4% | +46.5% | +76.9% | +97.5% |
| 3Y | +33.2% | +2.5% | +30.7% | +24.2% |
| 5Y | -52.0% | -65.3% | +13.3% | -47.1% |
| 10Y | +33.6% | +451.6% | -418.0% | -12.5% |
| All | +16.2% | +146.8% | -130.6% | -27.8% |
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