+773.1%
EXPE vs ILMN
+2,853.4%
-2,080.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -8.2% | -5.6% | -11.8% |
| 7D | -3.6% | -28.3% | +24.7% | +3.4% |
| 30D | +4.8% | -24.0% | +28.7% | +10.5% |
| 3M | -14.6% | +4.1% | -18.7% | -17.1% |
| 6M | +10.0% | +49.6% | -39.6% | -2.5% |
| YTD | -3.3% | +58.6% | -61.9% | -15.9% |
| 1Y | +28.4% | +69.9% | -41.5% | +9.8% |
| 3Y | +145.1% | +82.9% | +62.2% | +98.3% |
| 5Y | +51.6% | -47.6% | +99.3% | +58.2% |
| 10Y | +128.8% | +58.8% | +70.0% | +80.8% |
| All | +773.1% | +2,853.4% | -2,080.3% | +367.8% |
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