+93.9%
ILMN vs EIX
+18.9%
+74.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.1% | -8.0% | -4.9% |
| 7D | -21.6% | +4.5% | -26.1% | -21.5% |
| 30D | -22.9% | +15.2% | -38.1% | -22.7% |
| 3M | +11.6% | -11.6% | +23.2% | +13.0% |
| 6M | +62.5% | -8.4% | +70.9% | +65.7% |
| YTD | +72.7% | +8.2% | +64.5% | +74.6% |
| 1Y | +93.9% | +16.6% | +77.3% | +86.2% |
| All | +93.9% | +18.9% | +74.9% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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