+633.3%
EXC vs ILMN
+1,401.8%
-768.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 3M | -1.3% | +29.8% | -31.1% | -3.2% |
| 6M | -9.7% | +69.2% | -78.9% | -13.1% |
| YTD | +2.9% | +66.4% | -63.5% | -1.0% |
| 1Y | +4.4% | +123.4% | -119.0% | -2.0% |
| 3Y | +22.2% | +33.2% | -11.0% | +17.6% |
| 5Y | +46.7% | -52.0% | +98.7% | +49.3% |
| 10Y | +155.3% | +33.6% | +121.7% | +140.3% |
| All | +633.3% | +1,401.8% | -768.5% | +468.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling