+125.0%
XBI vs ILMN
+56.2%
+68.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.7% |
| 7D | +1.9% | +0.7% | +1.1% | +1.6% |
| 30D | +3.0% | -22.7% | +25.7% | +12.4% |
| 3M | -5.1% | +8.6% | -13.8% | -10.4% |
| 6M | +12.2% | +43.8% | -31.6% | -6.0% |
| YTD | +24.1% | +59.8% | -35.6% | -1.8% |
| 1Y | +33.1% | +71.8% | -38.7% | +2.1% |
| 3Y | +127.3% | +119.0% | +8.3% | +45.2% |
| 5Y | +20.2% | -43.8% | +64.1% | +35.7% |
| All | +125.0% | +56.2% | +68.8% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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