+1,406.0%
ILMN vs XME
+179.0%
+1,227.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -1.9% |
| 7D | -9.8% | -0.2% | -9.6% | -9.6% |
| 30D | -22.7% | -9.2% | -13.6% | -19.5% |
| 3M | +12.1% | -17.8% | +29.8% | +21.2% |
| 6M | +51.5% | -20.0% | +71.5% | +63.8% |
| YTD | +63.9% | -6.6% | +70.4% | +64.8% |
| 1Y | +76.6% | +1.8% | +74.8% | +71.5% |
| 3Y | +124.6% | +98.7% | +25.9% | +65.9% |
| 5Y | -42.7% | +123.9% | -166.6% | -60.1% |
| 10Y | +59.7% | +277.9% | -218.2% | -15.3% |
| All | +1,406.0% | +179.0% | +1,227.0% | +565.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling