+93.9%
ILMN vs EAT
+109.8%
-16.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.3% | -11.2% | -5.0% |
| 7D | -21.6% | -0.1% | -21.4% | -21.5% |
| 30D | -22.9% | +13.5% | -36.4% | -22.8% |
| 3M | +11.6% | +1.0% | +10.6% | +11.7% |
| 6M | +62.5% | +57.3% | +5.3% | +61.7% |
| YTD | +72.7% | +53.6% | +19.1% | +70.8% |
| 1Y | +93.9% | +110.8% | -17.0% | +87.8% |
| All | +93.9% | +109.8% | -16.0% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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