+94.2%
ILMN vs EAT
+486.0%
-391.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.3% | +2.9% |
| 7D | -9.7% | -2.6% | -7.0% | -9.4% |
| 30D | -20.4% | +11.5% | -31.9% | -21.7% |
| 3M | +10.0% | -9.1% | +19.1% | +11.2% |
| 6M | +49.5% | +40.4% | +9.1% | +39.5% |
| YTD | +62.5% | +43.9% | +18.6% | +49.2% |
| 1Y | +76.0% | +101.9% | -26.0% | +49.0% |
| 3Y | +94.2% | +489.9% | -395.7% | -13.3% |
| All | +94.2% | +486.0% | -391.8% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling