+1,058.8%
ILMN vs EXEL
+52.6%
+1,006.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +2.8% |
| 7D | -2.6% | +2.3% | -4.9% | -3.0% |
| 30D | -20.6% | +19.8% | -40.5% | -24.3% |
| 3M | +17.5% | +32.7% | -15.2% | +9.2% |
| 6M | +55.6% | +49.0% | +6.6% | +40.2% |
| YTD | +68.3% | +63.7% | +4.7% | +47.4% |
| 1Y | +81.1% | +75.8% | +5.3% | +55.6% |
| 3Y | +112.2% | +241.3% | -129.1% | +49.2% |
| 5Y | -42.6% | +289.0% | -331.6% | -61.4% |
| 10Y | +70.5% | +377.6% | -307.1% | -2.7% |
| All | +1,058.8% | +52.6% | +1,006.2% | +298.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling