+23.7%
XBI vs ILMN
-43.7%
+67.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.3% |
| 7D | +0.1% | -9.8% | +9.8% | +3.5% |
| 30D | +0.8% | -22.7% | +23.6% | +8.7% |
| 3M | -1.9% | +12.1% | -13.9% | -7.5% |
| 6M | +15.2% | +51.5% | -36.3% | -2.8% |
| YTD | +27.3% | +63.9% | -36.6% | +3.2% |
| 1Y | +41.5% | +76.6% | -35.1% | +11.6% |
| 3Y | +133.1% | +124.6% | +8.5% | +56.3% |
| 5Y | +23.7% | -42.7% | +66.4% | +48.7% |
| All | +23.7% | -43.7% | +67.3% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling