+47.7%
EOG vs ILMN
+70.7%
-23.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.2% |
| 7D | +7.4% | +0.7% | +6.7% | +7.4% |
| 30D | +2.3% | -22.7% | +25.0% | +1.2% |
| 3M | +9.5% | +8.6% | +0.8% | +10.3% |
| 6M | +17.7% | +43.8% | -26.2% | +22.2% |
| YTD | +52.9% | +59.8% | -6.9% | +57.6% |
| 1Y | +47.7% | +71.8% | -24.1% | +52.4% |
| All | +47.7% | +70.7% | -23.0% | +52.4% |
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