+930.5%
XEL vs ILMN
+1,366.8%
-436.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.3% | -1.0% |
| 7D | -0.2% | -9.7% | +9.5% | +0.3% |
| 30D | +10.0% | -20.4% | +30.4% | +11.2% |
| 3M | +4.3% | +10.0% | -5.7% | +3.3% |
| 6M | +0.5% | +49.5% | -49.0% | -2.4% |
| YTD | +10.4% | +62.5% | -52.1% | +6.5% |
| 1Y | +2.0% | +76.0% | -74.0% | -2.1% |
| 3Y | +45.6% | +94.2% | -48.6% | +37.2% |
| 5Y | +46.6% | -46.3% | +93.0% | +47.2% |
| 10Y | +168.3% | +62.7% | +105.6% | +150.3% |
| All | +930.5% | +1,366.8% | -436.2% | +691.6% |
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 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