+852.3%
XLB vs ILMN
+1,401.8%
-549.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | +2.0% | +29.8% | -27.9% | -1.7% |
| 6M | +1.8% | +69.2% | -67.4% | -5.4% |
| YTD | +16.6% | +66.4% | -49.8% | +8.2% |
| 1Y | +16.9% | +123.4% | -106.5% | +3.7% |
| 3Y | +32.6% | +33.2% | -0.6% | +23.5% |
| 5Y | +35.6% | -52.0% | +87.6% | +40.7% |
| 10Y | +160.0% | +33.6% | +126.4% | +132.7% |
| All | +852.3% | +1,401.8% | -549.5% | +434.6% |
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