-42.6%
ILMN vs XME
+121.9%
-164.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | +1.0% |
| 7D | -2.6% | +0.9% | -3.5% | -2.9% |
| 30D | -20.6% | -7.3% | -13.3% | -17.6% |
| 3M | +17.5% | -14.8% | +32.2% | +26.6% |
| 6M | +55.6% | -18.4% | +74.0% | +68.9% |
| YTD | +68.3% | -4.7% | +73.0% | +65.9% |
| 1Y | +81.1% | +5.7% | +75.4% | +68.6% |
| 3Y | +112.2% | +104.0% | +8.2% | +35.1% |
| 5Y | -42.6% | +122.4% | -165.0% | -65.2% |
| All | -42.6% | +121.9% | -164.5% | -65.2% |
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