+6.2%
EXE vs ILMN
+113.9%
-107.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.3% |
| 7D | -1.8% | +1.9% | -3.7% | -1.8% |
| 30D | +6.4% | +12.3% | -5.9% | +6.4% |
| 3M | +9.2% | +33.5% | -24.3% | +9.0% |
| 6M | -7.0% | +69.4% | -76.3% | -7.9% |
| YTD | -9.5% | +60.9% | -70.4% | -9.7% |
| 1Y | +6.2% | +115.0% | -108.7% | +2.9% |
| All | +6.2% | +113.9% | -107.7% | +2.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling