+115.0%
ILMN vs EFX
-30.2%
+145.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.7% |
| 7D | +1.9% | -7.8% | +9.7% | +3.4% |
| 30D | +12.3% | -5.7% | +18.0% | +13.5% |
| 3M | +33.5% | +2.5% | +31.0% | +32.0% |
| 6M | +69.4% | -16.7% | +86.0% | +75.5% |
| YTD | +60.9% | -20.2% | +81.1% | +68.1% |
| 1Y | +115.0% | -31.4% | +146.4% | +141.5% |
| All | +115.0% | -30.2% | +145.2% | +141.5% |
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