+27.6%
ILMN vs EAT
+373.3%
-345.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.7% |
| 7D | +1.9% | -4.9% | +6.8% | +2.7% |
| 30D | +12.3% | -1.2% | +13.5% | +12.3% |
| 3M | +33.5% | +52.2% | -18.7% | +24.2% |
| 6M | +69.4% | +65.0% | +4.3% | +54.2% |
| YTD | +60.9% | +55.0% | +5.9% | +47.5% |
| 1Y | +115.0% | +42.1% | +72.9% | +98.9% |
| 3Y | +37.0% | +614.7% | -577.7% | -5.2% |
| 5Y | -53.1% | +322.7% | -375.9% | -66.3% |
| 10Y | +27.6% | +382.0% | -354.5% | -14.9% |
| All | +27.6% | +373.3% | -345.7% | -14.9% |
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