+107.2%
XBI vs ILMN
+37.1%
+70.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.1% | -0.2% |
| 7D | -0.9% | +1.9% | -2.8% | -1.5% |
| 30D | +2.9% | +12.3% | -9.4% | -0.5% |
| 3M | +26.2% | +33.5% | -7.3% | +15.8% |
| 6M | +30.7% | +69.4% | -38.6% | +11.9% |
| YTD | +32.9% | +60.9% | -28.0% | +14.6% |
| 1Y | +72.3% | +115.0% | -42.7% | +34.3% |
| 3Y | +107.2% | +37.0% | +70.2% | +70.6% |
| All | +107.2% | +37.1% | +70.1% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling