+3,846.0%
ILMN vs EFV
+258.8%
+3,587.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | +1.2% | +1.5% | -0.3% | +0.1% |
| 30D | +9.2% | +1.7% | +7.4% | +7.8% |
| 3M | +29.8% | +8.6% | +21.2% | +22.0% |
| 6M | +69.2% | +11.7% | +57.5% | +55.4% |
| YTD | +66.4% | +19.3% | +47.1% | +44.6% |
| 1Y | +123.4% | +30.2% | +93.2% | +82.0% |
| 3Y | +33.2% | +91.6% | -58.4% | -18.6% |
| 5Y | -52.0% | +96.4% | -148.4% | -71.0% |
| 10Y | +33.6% | +166.5% | -132.9% | -35.2% |
| All | +3,846.0% | +258.8% | +3,587.2% | +1,229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling