+115.0%
ILMN vs EXEL
+52.8%
+62.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.9% |
| 7D | +1.9% | +1.4% | +0.5% | +1.7% |
| 30D | +12.3% | +6.7% | +5.6% | +11.0% |
| 3M | +33.5% | +11.5% | +22.1% | +31.1% |
| 6M | +69.4% | +38.8% | +30.6% | +61.6% |
| YTD | +60.9% | +31.6% | +29.3% | +54.7% |
| 1Y | +115.0% | +53.0% | +62.0% | +103.3% |
| All | +115.0% | +52.8% | +62.2% | +103.3% |
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