+49.4%
ILMN vs EVRG
+9.0%
+40.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -1.0% |
| 7D | -6.0% | +2.5% | -8.5% | -4.6% |
| 30D | -23.0% | +8.4% | -31.4% | -20.2% |
| 3M | +10.4% | +8.6% | +1.8% | +15.2% |
| 6M | +49.4% | +7.7% | +41.8% | +58.2% |
| All | +49.4% | +9.0% | +40.4% | +58.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling