-28.0%
ILMN vs EOSE
-58.6%
+30.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -2.6% |
| 7D | -3.9% | +15.0% | -18.8% | -5.0% |
| 30D | +6.9% | +2.5% | +4.4% | +6.3% |
| 3M | +28.1% | -33.7% | +61.8% | +30.7% |
| 6M | +65.0% | -32.7% | +97.7% | +65.8% |
| YTD | +56.3% | -63.8% | +120.1% | +62.0% |
| 1Y | +108.7% | -40.5% | +149.3% | +104.7% |
| 3Y | +33.1% | +50.4% | -17.3% | +9.2% |
| 5Y | -54.1% | -68.6% | +14.4% | -64.2% |
| All | -28.0% | -58.6% | +30.6% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling