+29.0%
XLB vs ILMN
-46.1%
+75.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.1% |
| 7D | -1.5% | -9.7% | +8.2% | -0.1% |
| 30D | +6.1% | -20.4% | +26.5% | +9.2% |
| 3M | 0.0% | +10.0% | -10.0% | -2.9% |
| 6M | 0.0% | +49.5% | -49.5% | -8.3% |
| YTD | +16.0% | +62.5% | -46.5% | +4.2% |
| 1Y | +24.7% | +76.0% | -51.2% | +10.4% |
| 3Y | +40.4% | +94.2% | -53.8% | +17.0% |
| All | +29.0% | -46.1% | +75.2% | +33.9% |
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 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