-53.1%
ILMN vs EFV
+96.3%
-149.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.6% |
| 7D | +1.9% | +1.0% | +0.9% | +1.0% |
| 30D | +12.3% | +0.2% | +12.1% | +12.2% |
| 3M | +33.5% | +9.6% | +23.9% | +21.9% |
| 6M | +69.4% | +14.0% | +55.3% | +48.2% |
| YTD | +60.9% | +18.5% | +42.5% | +33.9% |
| 1Y | +115.0% | +27.9% | +87.1% | +65.0% |
| 3Y | +37.0% | +92.4% | -55.4% | -32.6% |
| 5Y | -53.1% | +97.2% | -150.3% | -78.2% |
| All | -53.1% | +96.3% | -149.4% | -78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling