+8,365.3%
ILMN vs XPO
+10,316.6%
-1,951.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.5% | -6.0% | -2.2% |
| 7D | +1.2% | +2.4% | -1.2% | +0.9% |
| 30D | +9.2% | -3.5% | +12.7% | +9.6% |
| 3M | +29.8% | -11.9% | +41.8% | +31.9% |
| 6M | +69.2% | -10.0% | +79.2% | +70.9% |
| YTD | +66.4% | +42.1% | +24.3% | +56.9% |
| 1Y | +123.4% | +47.6% | +75.8% | +109.5% |
| 3Y | +33.2% | +153.6% | -120.4% | +14.7% |
| 5Y | -52.0% | +266.5% | -318.5% | -61.4% |
| 10Y | +33.6% | +1,460.4% | -1,426.8% | -9.1% |
| All | +8,365.3% | +10,316.6% | -1,951.3% | +4,797.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling