+40.7%
XLC vs ILMN
-44.7%
+85.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | +3.7% | -2.9% | +6.6% | +4.2% |
| 30D | -1.9% | -23.8% | +21.9% | +2.1% |
| 3M | -3.1% | +7.5% | -10.6% | -5.8% |
| 6M | -6.4% | +42.8% | -49.1% | -14.1% |
| YTD | -6.8% | +57.8% | -64.7% | -16.8% |
| 1Y | -1.7% | +72.6% | -74.3% | -13.9% |
| 3Y | +64.7% | +129.3% | -64.7% | +27.9% |
| All | +40.7% | -44.7% | +85.3% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling