-26.4%
ILMN vs EOSE
-82.0%
+55.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.0% | +7.5% | -0.9% |
| 7D | +0.7% | -3.7% | +4.5% | +0.9% |
| 30D | -22.7% | -22.0% | -0.7% | -21.7% |
| 3M | +8.6% | -57.3% | +65.9% | +14.4% |
| 6M | +43.8% | -77.7% | +121.5% | +57.4% |
| YTD | +59.8% | -84.2% | +144.0% | +74.7% |
| 1Y | +71.8% | -89.5% | +161.3% | +93.7% |
| 3Y | +119.0% | +41.4% | +77.6% | +79.2% |
| 5Y | -43.8% | -83.0% | +39.2% | -54.0% |
| All | -26.4% | -82.0% | +55.5% | -34.9% |
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