+27.6%
ILMN vs EXEL
+380.2%
-352.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.7% |
| 7D | +1.9% | +1.4% | +0.5% | +1.6% |
| 30D | +12.3% | +6.7% | +5.6% | +10.5% |
| 3M | +33.5% | +11.5% | +22.1% | +29.8% |
| 6M | +69.4% | +38.8% | +30.6% | +55.7% |
| YTD | +60.9% | +31.6% | +29.3% | +49.4% |
| 1Y | +115.0% | +53.0% | +62.0% | +91.2% |
| 3Y | +37.0% | +160.8% | -123.8% | +2.6% |
| 5Y | -53.1% | +190.1% | -243.2% | -66.3% |
| 10Y | +27.6% | +367.0% | -339.4% | -19.4% |
| All | +27.6% | +380.2% | -352.6% | -19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling