+173.9%
XLE vs ILMN
+59.3%
+114.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | -0.2% | -6.0% | +5.8% | +0.7% |
| 30D | -4.0% | -23.0% | +19.0% | -0.7% |
| 3M | +4.6% | +10.4% | -5.8% | +1.7% |
| 6M | +12.3% | +49.4% | -37.1% | +3.4% |
| YTD | +44.5% | +62.3% | -17.8% | +30.2% |
| 1Y | +42.4% | +73.7% | -31.3% | +26.6% |
| 3Y | +67.0% | +122.5% | -55.5% | +35.8% |
| 5Y | +161.9% | -43.2% | +205.1% | +173.0% |
| 10Y | +173.9% | +59.0% | +114.9% | +138.0% |
| All | +173.9% | +59.3% | +114.6% | +138.0% |
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 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