+132.2%
ILMN vs EIX
+10.2%
+122.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.7% | -1.5% | +2.2% | +0.9% |
| 30D | -22.7% | +8.1% | -30.9% | -23.6% |
| 3M | +8.6% | -12.1% | +20.8% | +10.5% |
| 6M | +43.8% | -13.4% | +57.2% | +46.4% |
| YTD | +59.8% | +5.6% | +54.2% | +53.8% |
| 1Y | +71.8% | +7.8% | +64.0% | +64.3% |
| All | +132.2% | +10.2% | +122.0% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling