+42.4%
EBAY vs ILMN
+74.5%
-32.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -2.0% | -6.0% | +4.0% | -1.5% |
| 30D | +7.0% | -23.0% | +30.0% | +9.1% |
| 3M | +16.1% | +10.4% | +5.7% | +11.6% |
| 6M | +14.1% | +49.4% | -35.3% | +2.3% |
| YTD | +42.1% | +62.3% | -20.2% | +23.3% |
| 1Y | +42.4% | +73.7% | -31.3% | +20.6% |
| All | +42.4% | +74.5% | -32.1% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling