+2,681.3%
EBAY vs ILMN
+1,419.4%
+1,261.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.4% |
| 7D | 0.0% | -2.6% | +2.6% | +0.3% |
| 30D | +7.8% | -20.6% | +28.5% | +11.2% |
| 3M | +8.4% | +17.5% | -9.1% | +4.3% |
| 6M | +13.0% | +55.6% | -42.6% | +3.6% |
| YTD | +40.2% | +68.3% | -28.2% | +26.4% |
| 1Y | +46.2% | +81.1% | -34.9% | +30.2% |
| 3Y | +218.4% | +112.2% | +106.2% | +167.2% |
| 5Y | +78.6% | -42.6% | +121.2% | +81.2% |
| 10Y | +384.9% | +70.5% | +314.4% | +303.2% |
| All | +2,681.3% | +1,419.4% | +1,261.8% | +1,256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling