+1,880.9%
ILMN vs XHB
+175.0%
+1,705.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -6.0% | -4.1% | -1.9% | -3.8% |
| 30D | -23.0% | +9.6% | -32.7% | -27.2% |
| 3M | +10.4% | -6.0% | +16.4% | +13.2% |
| 6M | +49.4% | +2.2% | +47.2% | +45.3% |
| YTD | +62.3% | +1.1% | +61.2% | +57.0% |
| 1Y | +73.7% | -1.7% | +75.4% | +70.5% |
| 3Y | +122.5% | +36.5% | +86.1% | +82.6% |
| 5Y | -43.2% | +33.5% | -76.6% | -52.9% |
| 10Y | +59.0% | +240.9% | -182.0% | -21.2% |
| All | +1,880.9% | +175.0% | +1,705.9% | +900.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling