+125.4%
EXPE vs ILMN
+59.3%
+66.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | -17.8% | -6.0% | -11.7% | -16.2% |
| 30D | -3.2% | -23.0% | +19.8% | +2.6% |
| 3M | -19.0% | +10.4% | -29.4% | -23.4% |
| 6M | +17.7% | +49.4% | -31.7% | +1.4% |
| YTD | -7.8% | +62.3% | -70.1% | -23.1% |
| 1Y | -1.4% | +73.7% | -75.0% | -19.4% |
| 3Y | +121.9% | +122.5% | -0.6% | +59.3% |
| 5Y | +44.3% | -43.2% | +87.4% | +48.1% |
| 10Y | +125.4% | +59.0% | +66.5% | +82.6% |
| All | +125.4% | +59.3% | +66.1% | +82.6% |
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