+50.0%
EXPE vs ILMN
+92.1%
-42.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.9% | +15.4% | +10.9% |
| 7D | +14.6% | -21.6% | +36.2% | +17.2% |
| 30D | +21.4% | -22.9% | +44.3% | +24.5% |
| 3M | +1.4% | +11.6% | -10.2% | -4.9% |
| 6M | +28.6% | +62.5% | -33.9% | +8.0% |
| YTD | +12.1% | +72.7% | -60.6% | -7.3% |
| 1Y | +50.0% | +93.9% | -43.8% | +17.8% |
| All | +50.0% | +92.1% | -42.1% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling