+76.6%
ILMN vs EXPD
+39.4%
+37.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.6% |
| 7D | -9.8% | -7.4% | -2.4% | -8.8% |
| 30D | -22.7% | -2.1% | -20.6% | -22.3% |
| 3M | +12.1% | +5.7% | +6.4% | +11.8% |
| 6M | +51.5% | +21.4% | +30.1% | +48.9% |
| YTD | +63.9% | +27.6% | +36.2% | +51.3% |
| 1Y | +76.6% | +36.1% | +40.4% | +58.3% |
| All | +76.6% | +39.4% | +37.2% | +58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling