+150.1%
EXE vs ILMN
-51.0%
+201.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.7% | +5.0% | +2.5% |
| 7D | -2.2% | -9.8% | +7.6% | -1.4% |
| 30D | -0.3% | -22.7% | +22.4% | +1.6% |
| 3M | -9.3% | +12.1% | -21.4% | -11.0% |
| 6M | -7.2% | +51.5% | -58.7% | -12.0% |
| YTD | -18.9% | +63.9% | -82.8% | -24.0% |
| 1Y | -21.7% | +76.6% | -98.3% | -27.3% |
| 3Y | +21.0% | +124.6% | -103.6% | +6.0% |
| 5Y | +76.0% | -42.7% | +118.7% | +76.8% |
| All | +150.1% | -51.0% | +201.1% | +153.0% |
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 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