+123.4%
ILMN vs EOSE
-49.1%
+172.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.9% | -12.4% | -2.0% |
| 7D | +1.2% | +19.0% | -17.8% | +0.4% |
| 30D | +9.2% | +1.6% | +7.6% | +8.8% |
| 3M | +29.8% | -52.0% | +81.8% | +32.5% |
| 6M | +69.2% | -42.5% | +111.7% | +70.7% |
| YTD | +66.4% | -66.1% | +132.5% | +69.7% |
| 1Y | +123.4% | -47.1% | +170.5% | +119.0% |
| All | +123.4% | -49.1% | +172.5% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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