+164.2%
XLB vs ILMN
+64.4%
+99.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.3% |
| 7D | +0.5% | -9.8% | +10.3% | +2.4% |
| 30D | +6.9% | -22.7% | +29.7% | +11.6% |
| 3M | -0.2% | +12.1% | -12.2% | -4.0% |
| 6M | +3.3% | +51.5% | -48.2% | -7.1% |
| YTD | +18.0% | +63.9% | -45.8% | +3.5% |
| 1Y | +24.2% | +76.6% | -52.3% | +7.1% |
| 3Y | +44.7% | +124.6% | -79.9% | +12.8% |
| 5Y | +31.6% | -42.7% | +74.3% | +36.7% |
| 10Y | +164.2% | +59.7% | +104.6% | +120.5% |
| All | +164.2% | +64.4% | +99.8% | +120.5% |
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