+112.2%
ILMN vs EFX
+4.0%
+108.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.8% |
| 7D | -2.6% | -2.2% | -0.4% | -2.1% |
| 30D | -20.6% | +29.2% | -49.8% | -27.2% |
| 3M | +17.5% | +3.5% | +14.0% | +15.4% |
| 6M | +55.6% | +7.8% | +47.8% | +48.9% |
| YTD | +68.3% | -12.4% | +80.7% | +73.1% |
| 1Y | +81.1% | -8.2% | +89.4% | +82.2% |
| 3Y | +112.2% | +4.7% | +107.4% | +53.4% |
| All | +112.2% | +4.0% | +108.2% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling