+114.9%
ILMN vs XPO
+43.8%
+71.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.0% |
| 7D | +1.9% | +2.7% | -0.8% | +1.3% |
| 30D | +12.3% | -6.2% | +18.5% | +13.7% |
| 3M | +33.5% | -15.4% | +48.9% | +37.8% |
| 6M | +69.4% | +0.7% | +68.6% | +67.0% |
| YTD | +60.9% | +39.8% | +21.1% | +33.2% |
| All | +114.9% | +43.8% | +71.1% | +72.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling