+64.6%
XLC vs ILMN
+124.5%
-59.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | +3.5% | -6.0% | +9.5% | +4.0% |
| 30D | -2.6% | -23.0% | +20.5% | -0.3% |
| 3M | -2.1% | +10.4% | -12.5% | -4.0% |
| 6M | -5.5% | +49.4% | -54.9% | -10.9% |
| YTD | -6.9% | +62.3% | -69.2% | -13.5% |
| 1Y | -3.7% | +73.7% | -77.4% | -11.4% |
| All | +64.6% | +124.5% | -59.9% | +44.3% |
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