+991.7%
ILMN vs EXPD
+1,989.1%
-997.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.5% | -3.7% | -6.2% |
| 7D | -28.3% | -4.8% | -23.5% | -26.6% |
| 30D | -24.0% | -1.5% | -22.4% | -23.4% |
| 3M | +4.1% | +4.1% | 0.0% | +2.1% |
| 6M | +49.6% | +24.0% | +25.5% | +35.2% |
| YTD | +58.6% | +27.4% | +31.2% | +39.4% |
| 1Y | +69.9% | +38.4% | +31.5% | +43.8% |
| 3Y | +82.9% | +73.2% | +9.7% | +37.8% |
| 5Y | -47.6% | +59.9% | -107.5% | -59.5% |
| 10Y | +58.8% | +319.9% | -261.1% | -21.3% |
| All | +991.7% | +1,989.1% | -997.4% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling