+72.6%
ILMN vs EFX
-7.6%
+80.2%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -2.9% | -0.8% | -2.1% | -2.9% |
| 30D | -23.8% | +25.1% | -48.9% | -25.2% |
| 3M | +7.5% | +1.7% | +5.8% | +8.2% |
| 6M | +42.8% | +18.4% | +24.4% | +39.2% |
| YTD | +57.8% | -12.5% | +70.3% | +58.3% |
| 1Y | +72.6% | -8.1% | +80.7% | +68.3% |
| All | +72.6% | -7.6% | +80.2% | +68.3% |
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