-51.4%
ILMN vs EAT
+350.4%
-401.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.7% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +9.2% | +1.9% | +7.3% | +8.4% |
| 3M | +29.8% | +68.7% | -38.8% | +13.8% |
| 6M | +69.2% | +66.9% | +2.3% | +46.8% |
| YTD | +66.4% | +60.4% | +6.0% | +44.8% |
| 1Y | +123.4% | +44.0% | +79.4% | +98.8% |
| 3Y | +33.2% | +604.7% | -571.5% | -30.9% |
| All | -51.4% | +350.4% | -401.8% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling