+47.6%
EXC vs ILMN
-51.8%
+99.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | +0.3% | +1.2% | -0.9% | +0.2% |
| 30D | -3.7% | +9.2% | -12.9% | -4.3% |
| 3M | -1.3% | +29.8% | -31.1% | -3.1% |
| 6M | -9.7% | +69.2% | -78.9% | -13.0% |
| YTD | +2.9% | +66.4% | -63.5% | -0.9% |
| 1Y | +4.4% | +123.4% | -119.0% | -2.2% |
| 3Y | +22.2% | +33.2% | -11.0% | +19.5% |
| All | +47.6% | -51.8% | +99.5% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling