+35.0%
XLB vs ILMN
+33.7%
+1.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | -0.1% |
| 7D | -1.4% | +1.2% | -2.6% | -1.6% |
| 30D | -0.4% | +9.2% | -9.6% | -1.7% |
| 3M | +2.0% | +29.8% | -27.9% | -2.0% |
| 6M | +1.8% | +69.2% | -67.4% | -5.9% |
| YTD | +16.6% | +66.4% | -49.8% | +7.5% |
| 1Y | +16.9% | +123.4% | -106.5% | +2.1% |
| All | +35.0% | +33.7% | +1.3% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling