+1,017.6%
ILMN vs EFX
+1,600.8%
-583.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -6.0% | -2.0% | -4.0% | -5.2% |
| 30D | -23.0% | +27.9% | -50.9% | -33.1% |
| 3M | +10.4% | +3.8% | +6.6% | +5.8% |
| 6M | +49.4% | +13.0% | +36.4% | +34.6% |
| YTD | +62.3% | -12.4% | +74.7% | +63.4% |
| 1Y | +73.7% | -10.4% | +84.1% | +72.6% |
| 3Y | +122.5% | +4.4% | +118.1% | +96.8% |
| 5Y | -43.2% | -28.9% | -14.3% | -39.4% |
| 10Y | +59.0% | +81.7% | -22.8% | -7.0% |
| All | +1,017.6% | +1,600.8% | -583.2% | +148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling