+41.2%
ILMN vs EFV
+93.8%
-52.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.4% |
| 7D | +1.2% | +1.5% | -0.3% | -0.1% |
| 30D | +9.2% | +1.7% | +7.4% | +7.5% |
| 3M | +29.8% | +8.6% | +21.2% | +20.5% |
| 6M | +69.2% | +11.7% | +57.5% | +52.8% |
| YTD | +66.4% | +19.3% | +47.1% | +38.8% |
| 1Y | +123.4% | +30.2% | +93.2% | +69.8% |
| All | +41.2% | +93.8% | -52.6% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling