+120.8%
EXPE vs ILMN
+118.2%
+2.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -0.5% | -2.9% | +2.4% | +0.1% |
| 30D | -6.1% | -23.8% | +17.7% | -1.6% |
| 3M | -21.3% | +7.5% | -28.8% | -25.2% |
| 6M | +19.0% | +42.8% | -23.8% | +4.5% |
| YTD | -8.4% | +57.8% | -66.3% | -22.3% |
| 1Y | -2.8% | +72.6% | -75.4% | -19.5% |
| 3Y | +120.8% | +129.3% | -8.6% | +62.6% |
| All | +120.8% | +118.2% | +2.5% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling