+153.1%
EBAY vs ILMN
+37.1%
+116.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.5% |
| 7D | -0.4% | +1.9% | -2.3% | -0.6% |
| 30D | -6.3% | +12.3% | -18.6% | -7.8% |
| 3M | -3.3% | +33.5% | -36.8% | -7.0% |
| 6M | +13.5% | +69.4% | -55.9% | +5.6% |
| YTD | +21.2% | +60.9% | -39.7% | +13.3% |
| 1Y | +13.9% | +115.0% | -101.1% | +2.2% |
| 3Y | +153.1% | +37.0% | +116.1% | +134.7% |
| All | +153.1% | +37.1% | +116.0% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling