+1,018.6%
ILMN vs EXEL
+48.0%
+970.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.2% |
| 7D | -9.7% | +0.3% | -9.9% | -9.7% |
| 30D | -20.4% | +19.0% | -39.4% | -24.0% |
| 3M | +10.0% | +33.3% | -23.3% | +2.1% |
| 6M | +49.5% | +42.9% | +6.6% | +36.1% |
| YTD | +62.5% | +58.7% | +3.8% | +43.4% |
| 1Y | +76.0% | +70.5% | +5.5% | +52.4% |
| 3Y | +94.2% | +233.8% | -139.7% | +37.2% |
| 5Y | -46.3% | +259.3% | -305.7% | -63.2% |
| 10Y | +62.7% | +484.1% | -421.4% | -12.3% |
| All | +1,018.6% | +48.0% | +970.6% | +288.0% |
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