+385.7%
EBAY vs ILMN
+59.3%
+326.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -2.0% | -6.0% | +4.0% | -0.9% |
| 30D | +7.0% | -23.0% | +30.0% | +11.8% |
| 3M | +16.1% | +10.4% | +5.7% | +11.7% |
| 6M | +14.1% | +49.4% | -35.3% | +2.4% |
| YTD | +42.1% | +62.3% | -20.2% | +24.7% |
| 1Y | +42.4% | +73.7% | -31.3% | +23.0% |
| 3Y | +223.5% | +122.5% | +101.0% | +150.8% |
| 5Y | +82.8% | -43.2% | +125.9% | +91.9% |
| 10Y | +385.7% | +59.0% | +326.8% | +339.6% |
| All | +385.7% | +59.3% | +326.5% | +339.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 10y: compounded portfolio wealth divided by compounded ILMN 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…
10y analysis · Full analysis span regression · 6 months rolling