+168.8%
XLB vs ILMN
+59.3%
+109.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -1.6% | -6.0% | +4.4% | -0.5% |
| 30D | +7.2% | -23.0% | +30.3% | +12.0% |
| 3M | 0.0% | +10.4% | -10.4% | -3.5% |
| 6M | +2.3% | +49.4% | -47.1% | -7.8% |
| YTD | +18.4% | +62.3% | -43.9% | +4.0% |
| 1Y | +23.3% | +73.7% | -50.3% | +6.7% |
| 3Y | +45.2% | +122.5% | -77.3% | +13.3% |
| 5Y | +31.0% | -43.2% | +74.1% | +36.2% |
| 10Y | +168.8% | +59.0% | +109.8% | +124.9% |
| All | +168.8% | +59.3% | +109.5% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling