+94.2%
ILMN vs EIX
+8.4%
+85.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +4.9% | +2.8% |
| 7D | -9.7% | +1.0% | -10.7% | -9.9% |
| 30D | -20.4% | +9.1% | -29.5% | -21.4% |
| 3M | +10.0% | -10.2% | +20.3% | +11.2% |
| 6M | +49.5% | -11.2% | +60.7% | +51.2% |
| YTD | +62.5% | +4.5% | +58.0% | +56.6% |
| 1Y | +76.0% | +10.9% | +65.1% | +66.6% |
| 3Y | +94.2% | +8.4% | +85.8% | +61.8% |
| All | +94.2% | +8.4% | +85.8% | +61.8% |
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