+65.1%
XLE vs ILMN
+103.6%
-38.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.3% |
| 7D | -7.9% | -2.6% | -5.3% | -7.8% |
| 30D | -4.8% | -20.6% | +15.8% | -3.8% |
| 3M | +8.4% | +17.5% | -9.1% | +6.5% |
| 6M | +12.7% | +55.6% | -42.9% | +8.3% |
| YTD | +41.3% | +68.3% | -27.0% | +34.2% |
| 1Y | +42.3% | +81.1% | -38.8% | +34.0% |
| 3Y | +65.1% | +112.2% | -47.1% | +48.5% |
| All | +65.1% | +103.6% | -38.6% | +48.5% |
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