+2,899.1%
EOG vs ILMN
+1,419.4%
+1,479.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.4% |
| 7D | -6.0% | -2.6% | -3.4% | -5.7% |
| 30D | +0.9% | -20.6% | +21.5% | +3.3% |
| 3M | +10.9% | +17.5% | -6.6% | +7.9% |
| 6M | +15.8% | +55.6% | -39.8% | +8.4% |
| YTD | +45.8% | +68.3% | -22.5% | +34.5% |
| 1Y | +45.3% | +81.1% | -35.8% | +32.7% |
| 3Y | +36.2% | +112.2% | -76.0% | +18.9% |
| 5Y | +94.0% | -42.6% | +136.6% | +94.3% |
| 10Y | +120.5% | +70.5% | +50.0% | +90.3% |
| All | +2,899.1% | +1,419.4% | +1,479.7% | +1,727.0% |
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