+115.5%
EXPE vs ILMN
+60.6%
+55.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.5% | -7.3% | -5.5% |
| 7D | -9.3% | -9.7% | +0.4% | -7.0% |
| 30D | +0.1% | -20.4% | +20.5% | +5.1% |
| 3M | -15.3% | +10.0% | -25.3% | -19.8% |
| 6M | +5.5% | +49.5% | -44.0% | -9.2% |
| YTD | -8.0% | +62.5% | -70.5% | -23.3% |
| 1Y | +18.9% | +76.0% | -57.1% | -3.2% |
| 3Y | +135.5% | +94.2% | +41.4% | +76.0% |
| 5Y | +44.3% | -46.3% | +90.6% | +50.6% |
| All | +115.5% | +60.6% | +55.0% | +74.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling