+70.5%
ILMN vs XME
+294.4%
-223.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | +1.3% |
| 7D | -2.6% | +0.9% | -3.5% | -2.9% |
| 30D | -20.6% | -7.3% | -13.3% | -17.8% |
| 3M | +17.5% | -14.8% | +32.2% | +25.8% |
| 6M | +55.6% | -18.4% | +74.0% | +67.8% |
| YTD | +68.3% | -4.7% | +73.0% | +67.3% |
| 1Y | +81.1% | +5.7% | +75.4% | +71.7% |
| 3Y | +112.2% | +104.0% | +8.2% | +48.6% |
| 5Y | -42.6% | +122.4% | -165.0% | -61.7% |
| 10Y | +70.5% | +285.4% | -214.9% | -15.4% |
| All | +70.5% | +294.4% | -223.9% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling