+58.0%
ILMN vs XPO
+1,236.5%
-1,178.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.7% | +6.9% | -6.1% | -1.0% |
| 30D | -22.7% | +4.1% | -26.8% | -23.7% |
| 3M | +8.6% | -9.7% | +18.4% | +11.0% |
| 6M | +43.8% | -3.8% | +47.6% | +44.0% |
| YTD | +59.8% | +38.8% | +21.0% | +42.6% |
| 1Y | +71.8% | +34.2% | +37.6% | +54.5% |
| 3Y | +119.0% | +126.9% | -7.9% | +66.5% |
| 5Y | -43.8% | +297.5% | -341.3% | -65.2% |
| All | +58.0% | +1,236.5% | -1,178.5% | -16.0% |
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