+93.9%
ILMN vs XME
+5.2%
+88.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.6% |
| 7D | -21.6% | -5.5% | -16.1% | -20.2% |
| 30D | -22.9% | -11.1% | -11.7% | -20.5% |
| 3M | +11.6% | -11.1% | +22.7% | +15.3% |
| 6M | +62.5% | -18.0% | +80.5% | +69.2% |
| YTD | +72.7% | -7.4% | +80.1% | +67.8% |
| 1Y | +93.9% | +6.7% | +87.2% | +79.5% |
| All | +93.9% | +5.2% | +88.6% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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