+855.0%
EXPE vs ILMN
+2,998.5%
-2,143.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.8% |
| 3M | +31.4% | +29.8% | +1.5% | +22.8% |
| 6M | +35.2% | +69.2% | -34.0% | +18.1% |
| YTD | +5.8% | +66.4% | -60.6% | -7.5% |
| 1Y | +38.7% | +123.4% | -84.7% | +11.6% |
| 3Y | +175.8% | +33.2% | +142.6% | +144.2% |
| 5Y | +111.8% | -52.0% | +163.8% | +128.3% |
| 10Y | +179.7% | +33.6% | +146.1% | +130.2% |
| All | +855.0% | +2,998.5% | -2,143.5% | +414.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling