-2.6%
EXPE vs ILMN
+79.5%
-82.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.4% |
| 7D | -13.3% | -2.6% | -10.8% | -13.1% |
| 30D | -5.5% | -20.6% | +15.1% | -3.7% |
| 3M | -16.5% | +17.5% | -33.9% | -23.0% |
| 6M | +13.1% | +55.6% | -42.5% | -4.2% |
| YTD | -8.0% | +68.3% | -76.3% | -24.5% |
| All | -2.6% | +79.5% | -82.1% | -23.0% |
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 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