+20.2%
EXE vs ILMN
+120.9%
-100.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +3.6% | +0.7% | +2.8% | +3.5% |
| 30D | -4.3% | -22.7% | +18.4% | -3.5% |
| 3M | -7.7% | +8.6% | -16.3% | -8.6% |
| 6M | -7.2% | +43.8% | -51.1% | -9.9% |
| YTD | -18.5% | +59.8% | -78.3% | -21.5% |
| 1Y | -24.4% | +71.8% | -96.1% | -27.7% |
| All | +20.2% | +120.9% | -100.7% | +6.6% |
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 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