+134.0%
XLC vs ILMN
-22.8%
+156.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +1.0% |
| 7D | +6.2% | -9.8% | +16.0% | +8.5% |
| 30D | -2.4% | -22.7% | +20.4% | +2.5% |
| 3M | -3.3% | +12.1% | -15.4% | -7.5% |
| 6M | -7.3% | +51.5% | -58.8% | -18.1% |
| YTD | -7.6% | +63.9% | -71.5% | -20.6% |
| 1Y | -3.7% | +76.6% | -80.3% | -18.9% |
| 3Y | +62.9% | +124.6% | -61.7% | +20.8% |
| 5Y | +41.6% | -42.7% | +84.4% | +52.3% |
| All | +134.0% | -22.8% | +156.8% | +105.0% |
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