-42.6%
ILMN vs EFX
-31.8%
-10.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.9% |
| 7D | -2.6% | -2.2% | -0.4% | -1.9% |
| 30D | -20.6% | +29.2% | -49.8% | -30.5% |
| 3M | +17.5% | +3.5% | +14.0% | +13.6% |
| 6M | +55.6% | +7.8% | +47.8% | +44.7% |
| YTD | +68.3% | -12.4% | +80.7% | +71.8% |
| 1Y | +81.1% | -8.2% | +89.4% | +79.7% |
| 3Y | +112.2% | +4.7% | +107.4% | +79.7% |
| 5Y | -42.6% | -32.0% | -10.5% | -41.9% |
| All | -42.6% | -31.8% | -10.8% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling