+93.9%
ILMN vs XHB
+5.8%
+88.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.4% | -10.3% | -5.6% |
| 7D | -21.6% | +9.7% | -31.3% | -22.8% |
| 30D | -22.9% | +11.7% | -34.5% | -24.4% |
| 3M | +11.6% | -1.4% | +12.9% | +12.7% |
| 6M | +62.5% | +6.8% | +55.8% | +61.0% |
| YTD | +72.7% | +5.5% | +67.2% | +68.7% |
| 1Y | +93.9% | +5.1% | +88.7% | +89.2% |
| All | +93.9% | +5.8% | +88.1% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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