+955.3%
XBI vs ILMN
+1,921.0%
-965.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.2% |
| 7D | +0.9% | +1.2% | -0.3% | +0.4% |
| 30D | +7.1% | +9.2% | -2.1% | +3.7% |
| 3M | +22.9% | +29.8% | -6.9% | +11.9% |
| 6M | +29.7% | +69.2% | -39.5% | +7.6% |
| YTD | +34.5% | +66.4% | -31.9% | +11.2% |
| 1Y | +76.1% | +123.4% | -47.3% | +29.5% |
| 3Y | +103.2% | +33.2% | +70.0% | +71.3% |
| 5Y | +22.8% | -52.0% | +74.8% | +40.5% |
| 10Y | +176.3% | +33.6% | +142.7% | +120.0% |
| All | +955.3% | +1,921.0% | -965.7% | +318.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling