+32.3%
ILMN vs EIX
+17.2%
+15.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +1.2% | -19.1% | +20.3% | +5.9% |
| 30D | +9.2% | -16.9% | +26.1% | +13.2% |
| 3M | +29.8% | -20.0% | +49.9% | +35.9% |
| 6M | +69.2% | -21.3% | +90.5% | +77.5% |
| YTD | +66.4% | -1.7% | +68.1% | +62.4% |
| 1Y | +123.4% | +9.6% | +113.8% | +110.5% |
| 3Y | +33.2% | -3.7% | +36.8% | +27.7% |
| 5Y | -52.0% | +22.6% | -74.6% | -57.5% |
| All | +32.3% | +17.2% | +15.1% | +9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling