+115.0%
ILMN vs EAT
+39.9%
+75.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -3.3% |
| 7D | +1.9% | -4.9% | +6.8% | +1.9% |
| 30D | +12.3% | -1.2% | +13.5% | +12.4% |
| 3M | +33.5% | +52.2% | -18.7% | +33.1% |
| 6M | +69.4% | +65.0% | +4.3% | +69.7% |
| YTD | +60.9% | +55.0% | +5.9% | +60.0% |
| 1Y | +115.0% | +42.1% | +72.9% | +109.4% |
| All | +115.0% | +39.9% | +75.0% | +109.4% |
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