-5.9%
EXE vs ILMN
+66.7%
-72.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.4% |
| 7D | -0.3% | +1.2% | -1.5% | 0.0% |
| 30D | +8.5% | +9.2% | -0.7% | +9.7% |
| 3M | +5.5% | +29.8% | -24.4% | +10.2% |
| 6M | -5.9% | +69.2% | -75.1% | +3.9% |
| All | -5.9% | +66.7% | -72.6% | +3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling