+174.2%
EXPE vs ILMN
+33.7%
+140.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | -9.5% | +1.2% | -10.8% | -9.8% |
| 30D | -6.6% | +9.2% | -15.8% | -9.1% |
| 3M | +31.4% | +29.8% | +1.5% | +21.5% |
| 6M | +35.2% | +69.2% | -34.0% | +15.6% |
| YTD | +5.8% | +66.4% | -60.6% | -9.4% |
| 1Y | +38.7% | +123.4% | -84.7% | +7.6% |
| All | +174.2% | +33.7% | +140.4% | +130.5% |
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