+93.9%
ILMN vs EOSE
-85.5%
+179.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +12.6% | -17.5% | -5.1% |
| 7D | -21.6% | +9.7% | -31.3% | -21.7% |
| 30D | -22.9% | -34.6% | +11.7% | -22.7% |
| 3M | +11.6% | -50.8% | +62.4% | +11.9% |
| 6M | +62.5% | -66.5% | +129.0% | +62.3% |
| YTD | +72.7% | -81.3% | +154.0% | +72.3% |
| 1Y | +93.9% | -84.8% | +178.7% | +95.2% |
| All | +93.9% | -85.5% | +179.3% | +95.2% |
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