-53.1%
ILMN vs XPO
+261.3%
-314.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -5.4% | -5.7% | +0.3% | -3.7% |
| 30D | +7.0% | -12.8% | +19.8% | +11.2% |
| 3M | +24.2% | -20.0% | +44.2% | +32.2% |
| 6M | +69.9% | -6.0% | +76.0% | +71.1% |
| YTD | +57.4% | +34.0% | +23.4% | +39.4% |
| 1Y | +107.9% | +35.6% | +72.3% | +83.1% |
| 3Y | +37.1% | +152.3% | -115.1% | -5.3% |
| All | -53.1% | +261.3% | -314.4% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling