+37.0%
ILMN vs EVRG
+72.7%
-35.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.1% | -3.5% |
| 7D | +1.9% | +0.9% | +1.0% | +1.7% |
| 30D | +12.3% | -0.5% | +12.8% | +12.4% |
| 3M | +33.5% | +1.5% | +32.0% | +32.8% |
| 6M | +69.4% | +1.2% | +68.2% | +68.3% |
| YTD | +60.9% | +16.3% | +44.6% | +52.3% |
| 1Y | +115.0% | +20.3% | +94.7% | +99.8% |
| 3Y | +37.0% | +72.3% | -35.3% | -1.9% |
| All | +37.0% | +72.7% | -35.7% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling