+3.4%
EXC vs ILMN
+92.1%
-88.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +1.4% |
| 7D | +3.3% | -21.6% | +24.8% | +2.3% |
| 30D | +13.3% | -22.9% | +36.1% | +12.2% |
| 3M | +1.8% | +11.6% | -9.8% | +1.9% |
| 6M | +1.1% | +62.5% | -61.5% | +2.0% |
| YTD | +9.0% | +72.7% | -63.7% | +9.8% |
| 1Y | +3.4% | +93.9% | -90.5% | +0.7% |
| All | +3.4% | +92.1% | -88.8% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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