+8.0%
EXE vs ILMN
+88.1%
-80.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.3% | -1.0% |
| 7D | -6.6% | -9.7% | +3.1% | -6.2% |
| 30D | -4.0% | -20.4% | +16.4% | -3.2% |
| 3M | -7.5% | +10.0% | -17.5% | -8.4% |
| 6M | -11.7% | +49.5% | -61.1% | -14.4% |
| YTD | -22.0% | +62.5% | -84.5% | -25.0% |
| 1Y | -21.8% | +76.0% | -97.8% | -25.4% |
| 3Y | +8.0% | +94.2% | -86.1% | -1.0% |
| All | +8.0% | +88.1% | -80.0% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling