+59.7%
ILMN vs XPO
+1,356.2%
-1,296.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -9.8% | -1.5% | -8.2% | -9.3% |
| 30D | -22.7% | +2.6% | -25.3% | -23.4% |
| 3M | +12.1% | -6.1% | +18.2% | +13.4% |
| 6M | +51.5% | -8.0% | +59.4% | +53.4% |
| YTD | +63.9% | +38.5% | +25.4% | +46.4% |
| 1Y | +76.6% | +35.0% | +41.5% | +58.6% |
| 3Y | +124.6% | +126.5% | -1.9% | +70.9% |
| 5Y | -42.7% | +315.4% | -358.1% | -64.8% |
| 10Y | +59.7% | +1,272.1% | -1,212.5% | -14.0% |
| All | +59.7% | +1,356.2% | -1,296.6% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling