+178.5%
EXE vs ILMN
-50.3%
+228.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -0.3% | +1.2% | -1.5% | -0.4% |
| 30D | +8.5% | +9.2% | -0.7% | +7.4% |
| 3M | +5.5% | +29.8% | -24.4% | +2.5% |
| 6M | -5.9% | +69.2% | -75.1% | -11.4% |
| YTD | -9.7% | +66.4% | -76.1% | -14.9% |
| 1Y | +3.6% | +123.4% | -119.8% | -6.3% |
| 3Y | +18.0% | +33.2% | -15.1% | +11.7% |
| 5Y | +109.4% | -52.0% | +161.4% | +115.4% |
| All | +178.5% | -50.3% | +228.7% | +183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling