+59.8%
ILMN vs EXPD
+304.0%
-244.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.7% | +3.6% |
| 7D | -9.7% | -7.2% | -2.5% | -6.2% |
| 30D | -20.4% | -3.3% | -17.1% | -19.0% |
| 3M | +10.0% | +3.4% | +6.6% | +8.0% |
| 6M | +49.5% | +22.7% | +26.8% | +34.2% |
| YTD | +62.5% | +24.5% | +38.0% | +41.9% |
| 1Y | +76.0% | +38.6% | +37.3% | +44.9% |
| 3Y | +94.2% | +71.5% | +22.7% | +39.2% |
| 5Y | -46.3% | +56.2% | -102.6% | -60.3% |
| All | +59.8% | +304.0% | -244.2% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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