+1,045.4%
ILMN vs EAT
+2,518.7%
-1,473.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.5% |
| 3M | +29.8% | +68.7% | -38.8% | +15.4% |
| 6M | +69.2% | +66.9% | +2.3% | +49.2% |
| YTD | +66.4% | +60.4% | +6.0% | +47.2% |
| 1Y | +123.4% | +44.0% | +79.4% | +100.7% |
| 3Y | +33.2% | +604.7% | -571.5% | -18.2% |
| 5Y | -52.0% | +347.0% | -399.0% | -68.8% |
| 10Y | +33.6% | +390.8% | -357.2% | -28.2% |
| All | +1,045.4% | +2,518.7% | -1,473.3% | +373.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling