+136.0%
XLC vs ILMN
-25.6%
+161.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +3.7% | -2.9% | +6.6% | +4.4% |
| 30D | -1.9% | -23.8% | +21.9% | +3.3% |
| 3M | -3.1% | +7.5% | -10.6% | -6.5% |
| 6M | -6.4% | +42.8% | -49.1% | -16.1% |
| YTD | -6.8% | +57.8% | -64.7% | -19.3% |
| 1Y | -1.7% | +72.6% | -74.3% | -16.8% |
| 3Y | +64.7% | +129.3% | -64.7% | +21.1% |
| 5Y | +41.1% | -44.5% | +85.6% | +52.6% |
| All | +136.0% | -25.6% | +161.7% | +108.5% |
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