+3,689.2%
ILMN vs EFV
+247.9%
+3,441.3%
-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 | +0.7% | +0.7% | 0.0% | +0.2% |
| 30D | -22.7% | +2.0% | -24.7% | -23.9% |
| 3M | +8.6% | -1.6% | +10.3% | +10.0% |
| 6M | +43.8% | +5.8% | +38.1% | +37.6% |
| YTD | +59.8% | +15.6% | +44.1% | +42.1% |
| 1Y | +71.8% | +19.0% | +52.8% | +49.6% |
| 3Y | +119.0% | +90.7% | +28.3% | +34.2% |
| 5Y | -43.8% | +92.8% | -136.6% | -65.6% |
| 10Y | +56.4% | +160.5% | -104.1% | -23.1% |
| All | +3,689.2% | +247.9% | +3,441.3% | +1,206.2% |
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 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