+172.1%
EXC vs ILMN
+60.6%
+111.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.4% | -2.2% |
| 7D | -1.2% | -9.7% | +8.5% | -0.2% |
| 30D | +10.0% | -20.4% | +30.4% | +12.1% |
| 3M | +1.6% | +10.0% | -8.4% | -0.5% |
| 6M | +3.3% | +49.5% | -46.2% | -2.8% |
| YTD | +7.6% | +62.5% | -54.9% | -0.3% |
| 1Y | +3.5% | +76.0% | -72.5% | -5.1% |
| 3Y | +27.7% | +94.2% | -66.5% | +11.9% |
| 5Y | +41.1% | -46.3% | +87.4% | +49.0% |
| All | +172.1% | +60.6% | +111.6% | +140.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling