+93.9%
ILMN vs EFV
+25.8%
+68.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.1% | -8.0% | -6.2% |
| 7D | -21.6% | +2.9% | -24.4% | -22.5% |
| 30D | -22.9% | +3.6% | -26.4% | -24.0% |
| 3M | +11.6% | -0.1% | +11.7% | +11.9% |
| 6M | +62.5% | +9.6% | +52.9% | +56.8% |
| YTD | +72.7% | +17.0% | +55.7% | +56.5% |
| 1Y | +93.9% | +25.7% | +68.2% | +63.1% |
| All | +93.9% | +25.8% | +68.0% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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