+108.7%
ILMN vs EVRG
+19.4%
+89.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.6% | -3.1% |
| 7D | -3.9% | +0.6% | -4.4% | -3.8% |
| 30D | +6.9% | -0.2% | +7.1% | +6.8% |
| 3M | +28.1% | -0.5% | +28.6% | +28.4% |
| 6M | +65.0% | +0.2% | +64.8% | +65.8% |
| YTD | +56.3% | +14.9% | +41.4% | +63.0% |
| 1Y | +108.7% | +18.2% | +90.5% | +117.8% |
| All | +108.7% | +19.4% | +89.4% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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