-27.5%
ILMN vs EOSE
-60.6%
+33.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | -5.4% | +1.8% | -7.2% | -5.6% |
| 30D | +7.0% | -6.8% | +13.9% | +7.2% |
| 3M | +24.2% | -36.3% | +60.5% | +27.1% |
| 6M | +69.9% | -38.8% | +108.7% | +72.1% |
| YTD | +57.4% | -65.5% | +122.9% | +63.7% |
| 1Y | +107.9% | -45.3% | +153.2% | +105.2% |
| 3Y | +37.1% | +44.2% | -7.0% | +12.9% |
| 5Y | -53.7% | -69.5% | +15.8% | -63.7% |
| All | -27.5% | -60.6% | +33.1% | -39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling