+9.1%
XEL vs ILMN
+108.3%
-99.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.9% |
| 7D | +0.9% | -3.9% | +4.8% | +0.9% |
| 30D | -0.9% | +6.9% | -7.8% | -0.8% |
| 3M | -1.4% | +28.1% | -29.5% | -1.2% |
| 6M | -5.8% | +65.0% | -70.8% | -5.6% |
| YTD | +4.7% | +56.3% | -51.6% | +4.9% |
| 1Y | +9.1% | +108.7% | -99.7% | +11.2% |
| All | +9.1% | +108.3% | -99.2% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling