+56.0%
ILMN vs EFX
+80.5%
-24.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -2.9% | -0.8% | -2.1% | -2.6% |
| 30D | -23.8% | +25.1% | -48.9% | -31.3% |
| 3M | +7.5% | +1.7% | +5.8% | +5.0% |
| 6M | +42.8% | +18.4% | +24.4% | +28.8% |
| YTD | +57.8% | -12.5% | +70.3% | +60.0% |
| 1Y | +72.6% | -8.1% | +80.7% | +71.0% |
| 3Y | +129.3% | +4.8% | +124.6% | +108.4% |
| 5Y | -44.5% | -30.1% | -14.4% | -42.1% |
| All | +56.0% | +80.5% | -24.4% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling