+123.4%
ILMN vs EFV
+30.7%
+92.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | +1.2% | +1.5% | -0.3% | +0.4% |
| 30D | +9.2% | +1.7% | +7.4% | +8.2% |
| 3M | +29.8% | +8.6% | +21.2% | +24.3% |
| 6M | +69.2% | +11.7% | +57.5% | +59.1% |
| YTD | +66.4% | +19.3% | +47.1% | +43.6% |
| 1Y | +123.4% | +30.2% | +93.2% | +61.1% |
| All | +123.4% | +30.7% | +92.7% | +61.1% |
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