+27.8%
ILMN vs EFX
+38.5%
-10.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.0% |
| 7D | -3.9% | -9.4% | +5.5% | +0.1% |
| 30D | +6.9% | -6.9% | +13.8% | +10.0% |
| 3M | +28.1% | +0.1% | +28.0% | +26.3% |
| 6M | +65.0% | -17.3% | +82.3% | +75.6% |
| YTD | +56.3% | -21.8% | +78.1% | +68.6% |
| 1Y | +108.7% | -32.5% | +141.3% | +140.2% |
| 3Y | +33.1% | -12.3% | +45.4% | +32.5% |
| 5Y | -54.1% | -36.6% | -17.5% | -49.3% |
| 10Y | +27.8% | +41.0% | -13.2% | +9.0% |
| All | +27.8% | +38.5% | -10.7% | +9.0% |
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