+123.4%
ILMN vs EFX
-25.2%
+148.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.8% | -0.4% |
| 7D | +1.2% | -8.6% | +9.9% | +2.9% |
| 30D | +9.2% | +0.1% | +9.1% | +9.2% |
| 3M | +29.8% | +3.8% | +26.0% | +28.2% |
| 6M | +69.2% | -13.5% | +82.7% | +74.0% |
| YTD | +66.4% | -17.7% | +84.0% | +72.6% |
| 1Y | +123.4% | -25.6% | +149.0% | +141.9% |
| All | +123.4% | -25.2% | +148.6% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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