+30.1%
XEL vs ILMN
-52.9%
+83.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +1.7% |
| 7D | +1.3% | +1.9% | -0.6% | +1.2% |
| 30D | -1.5% | +12.3% | -13.8% | -2.3% |
| 3M | -0.2% | +33.5% | -33.8% | -2.2% |
| 6M | -5.4% | +69.4% | -74.8% | -9.0% |
| YTD | +5.6% | +60.9% | -55.3% | +1.9% |
| 1Y | +10.5% | +115.0% | -104.5% | +3.9% |
| 3Y | +49.2% | +37.0% | +12.2% | +44.4% |
| 5Y | +30.1% | -53.1% | +83.2% | +26.7% |
| All | +30.1% | -52.9% | +83.0% | +26.7% |
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