+129.3%
ILMN vs EOSE
+48.1%
+81.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.6% |
| 7D | -2.9% | +9.8% | -12.6% | -3.6% |
| 30D | -23.8% | -2.1% | -21.8% | -24.0% |
| 3M | +7.5% | -54.1% | +61.5% | +11.6% |
| 6M | +42.8% | -76.9% | +119.7% | +53.6% |
| YTD | +57.8% | -83.3% | +141.2% | +69.8% |
| 1Y | +72.6% | -87.4% | +160.0% | +89.6% |
| 3Y | +129.3% | +61.9% | +67.5% | +80.4% |
| All | +129.3% | +48.1% | +81.3% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling