+200.1%
EXC vs ILMN
+59.3%
+140.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -1.4% | -6.0% | +4.6% | -0.8% |
| 30D | +8.3% | -23.0% | +31.3% | +10.8% |
| 3M | +2.6% | +10.4% | -7.8% | +0.4% |
| 6M | +5.2% | +49.4% | -44.2% | -1.0% |
| YTD | +7.5% | +62.3% | -54.8% | -0.3% |
| 1Y | +3.2% | +73.7% | -70.5% | -5.2% |
| 3Y | +29.5% | +122.5% | -93.0% | +11.0% |
| 5Y | +39.7% | -43.2% | +82.8% | +45.8% |
| 10Y | +200.1% | +59.0% | +141.1% | +166.8% |
| All | +200.1% | +59.3% | +140.8% | +166.8% |
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