+1,045.4%
ILMN vs EVRG
+1,446.7%
-401.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +1.2% | +1.1% | +0.1% | +0.8% |
| 30D | +9.2% | -1.0% | +10.2% | +9.5% |
| 3M | +29.8% | +0.4% | +29.4% | +29.4% |
| 6M | +69.2% | -0.8% | +70.0% | +68.8% |
| YTD | +66.4% | +15.3% | +51.0% | +55.9% |
| 1Y | +123.4% | +17.9% | +105.5% | +106.9% |
| 3Y | +33.2% | +71.9% | -38.8% | +4.5% |
| 5Y | -52.0% | +45.3% | -97.2% | -59.8% |
| 10Y | +33.6% | +113.1% | -79.4% | -9.3% |
| All | +1,045.4% | +1,446.7% | -401.3% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling