+2,814.1%
EOG vs ILMN
+1,401.8%
+1,412.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.3% |
| 7D | +1.3% | +1.2% | +0.1% | +1.1% |
| 30D | +8.2% | +9.2% | -1.0% | +6.9% |
| 3M | +3.8% | +29.8% | -26.0% | +0.2% |
| 6M | +15.3% | +69.2% | -53.9% | +7.3% |
| YTD | +41.7% | +66.4% | -24.7% | +31.8% |
| 1Y | +23.6% | +123.4% | -99.9% | +9.9% |
| 3Y | +23.3% | +33.2% | -9.9% | +14.7% |
| 5Y | +170.4% | -52.0% | +222.4% | +178.8% |
| 10Y | +125.5% | +33.6% | +91.9% | +100.5% |
| All | +2,814.1% | +1,401.8% | +1,412.3% | +1,690.1% |
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