+129.3%
ILMN vs EXEL
+230.5%
-101.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | -23.8% | +13.1% | -37.0% | -25.7% |
| 3M | +7.5% | +36.3% | -28.9% | +1.3% |
| 6M | +42.8% | +34.5% | +8.2% | +34.7% |
| YTD | +57.8% | +57.4% | +0.4% | +44.5% |
| 1Y | +72.6% | +62.9% | +9.7% | +57.1% |
| 3Y | +129.3% | +229.5% | -100.2% | +57.9% |
| All | +129.3% | +230.5% | -101.1% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling