+72.7%
XLC vs ILMN
+33.7%
+39.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.0% |
| 7D | -0.8% | +1.2% | -2.1% | -1.0% |
| 30D | +1.0% | +9.2% | -8.1% | -0.1% |
| 3M | -0.7% | +29.8% | -30.5% | -4.0% |
| 6M | -5.1% | +69.2% | -74.3% | -11.4% |
| YTD | -4.3% | +66.4% | -70.7% | -10.6% |
| 1Y | -0.6% | +123.4% | -124.0% | -11.2% |
| All | +72.7% | +33.7% | +39.0% | +63.0% |
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 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