+140.6%
EXE vs ILMN
-51.4%
+192.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.3% | -1.1% |
| 7D | -6.6% | -9.7% | +3.1% | -5.8% |
| 30D | -4.0% | -20.4% | +16.4% | -2.4% |
| 3M | -7.5% | +10.0% | -17.5% | -9.0% |
| 6M | -11.7% | +49.5% | -61.1% | -16.1% |
| YTD | -22.0% | +62.5% | -84.5% | -26.8% |
| 1Y | -21.8% | +76.0% | -97.8% | -27.4% |
| 3Y | +8.0% | +94.2% | -86.1% | -3.5% |
| 5Y | +62.3% | -46.3% | +108.6% | +64.2% |
| All | +140.6% | -51.4% | +192.0% | +143.6% |
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