+1,045.4%
ILMN vs EFX
+1,498.2%
-452.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.4% | +4.8% | +1.6% |
| 7D | +1.2% | -8.6% | +9.9% | +5.8% |
| 30D | +9.2% | +0.1% | +9.1% | +8.8% |
| 3M | +29.8% | +3.8% | +26.0% | +25.2% |
| 6M | +69.2% | -13.5% | +82.7% | +77.7% |
| YTD | +66.4% | -17.7% | +84.0% | +76.6% |
| 1Y | +123.4% | -25.6% | +149.0% | +148.9% |
| 3Y | +33.2% | -12.1% | +45.3% | +31.7% |
| 5Y | -52.0% | -33.8% | -18.2% | -45.9% |
| 10Y | +33.6% | +45.1% | -11.5% | -9.4% |
| All | +1,045.4% | +1,498.2% | -452.8% | +168.5% |
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 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