+37.7%
XLC vs ILMN
-51.8%
+89.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -0.8% | +1.2% | -2.1% | -1.1% |
| 30D | +1.0% | +9.2% | -8.1% | -0.8% |
| 3M | -0.7% | +29.8% | -30.5% | -6.0% |
| 6M | -5.1% | +69.2% | -74.3% | -15.0% |
| YTD | -4.3% | +66.4% | -70.7% | -14.3% |
| 1Y | -0.6% | +123.4% | -124.0% | -17.1% |
| 3Y | +72.7% | +33.2% | +39.5% | +57.1% |
| All | +37.7% | -51.8% | +89.5% | +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 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