+81.4%
ILMN vs EAT
+96.9%
-15.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.6% |
| 7D | -2.6% | -3.9% | +1.4% | -2.4% |
| 30D | -20.6% | +5.0% | -25.6% | -20.4% |
| 3M | +17.5% | -9.6% | +27.1% | +17.8% |
| 6M | +55.6% | +46.8% | +8.8% | +54.8% |
| YTD | +68.3% | +41.8% | +26.5% | +66.2% |
| All | +81.4% | +96.9% | -15.5% | +75.9% |
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 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