-51.4%
ILMN vs XME
+176.2%
-227.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +1.2% | -0.1% | +1.3% | +1.3% |
| 30D | +9.2% | +6.0% | +3.2% | +6.4% |
| 3M | +29.8% | -7.7% | +37.6% | +33.7% |
| 6M | +69.2% | +1.0% | +68.2% | +65.9% |
| YTD | +66.4% | +14.6% | +51.7% | +51.1% |
| 1Y | +123.4% | +46.0% | +77.5% | +77.6% |
| 3Y | +33.2% | +127.0% | -93.8% | -17.3% |
| All | -51.4% | +176.2% | -227.6% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling