+2,277.5%
EBAY vs ILMN
+1,401.8%
+875.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.8% | -2.1% |
| 7D | -2.1% | +1.2% | -3.3% | -2.3% |
| 30D | -6.7% | +9.2% | -15.9% | -8.2% |
| 3M | -5.0% | +29.8% | -34.8% | -9.3% |
| 6M | +14.6% | +69.2% | -54.6% | +4.5% |
| YTD | +19.8% | +66.4% | -46.6% | +9.3% |
| 1Y | +12.6% | +123.4% | -110.8% | -3.3% |
| 3Y | +141.0% | +33.2% | +107.8% | +120.2% |
| 5Y | +47.5% | -52.0% | +99.5% | +55.4% |
| 10Y | +263.3% | +33.6% | +229.7% | +214.5% |
| All | +2,277.5% | +1,401.8% | +875.7% | +1,073.0% |
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