+36.2%
ILMN vs XPO
+153.8%
-117.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.2% | -2.1% |
| 7D | -3.9% | -0.9% | -2.9% | -3.7% |
| 30D | +6.9% | -8.1% | +15.0% | +9.0% |
| 3M | +28.1% | -19.0% | +47.1% | +34.6% |
| 6M | +65.0% | -5.2% | +70.1% | +65.5% |
| YTD | +56.3% | +35.6% | +20.7% | +39.1% |
| 1Y | +108.7% | +41.1% | +67.6% | +83.5% |
| All | +36.2% | +153.8% | -117.6% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling