+58.0%
ILMN vs EAT
+319.3%
-261.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | +0.7% | -7.1% | +7.8% | +1.9% |
| 30D | -22.7% | -2.3% | -20.4% | -22.5% |
| 3M | +8.6% | -19.6% | +28.3% | +12.0% |
| 6M | +43.8% | +46.0% | -2.2% | +33.9% |
| YTD | +59.8% | +37.7% | +22.1% | +48.7% |
| 1Y | +71.8% | +73.8% | -2.0% | +53.4% |
| 3Y | +119.0% | +482.1% | -363.1% | +56.2% |
| 5Y | -43.8% | +362.5% | -406.3% | -59.9% |
| All | +58.0% | +319.3% | -261.3% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling