+93.9%
ILMN vs EXEL
+92.4%
+1.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.0% |
| 7D | -21.6% | +9.8% | -31.3% | -23.4% |
| 30D | -22.9% | +23.6% | -46.5% | -27.3% |
| 3M | +11.6% | +29.9% | -18.3% | +3.7% |
| 6M | +62.5% | +64.7% | -2.2% | +41.6% |
| YTD | +72.7% | +66.0% | +6.7% | +50.1% |
| 1Y | +93.9% | +92.0% | +1.9% | +55.6% |
| All | +93.9% | +92.4% | +1.4% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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