+166.9%
XLE vs ILMN
-44.7%
+211.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +5.4% | -2.9% | +8.3% | +5.6% |
| 30D | -3.9% | -23.8% | +19.9% | -2.2% |
| 3M | +7.0% | +7.5% | -0.4% | +5.6% |
| 6M | +14.2% | +42.8% | -28.6% | +9.6% |
| YTD | +48.2% | +57.8% | -9.7% | +40.2% |
| 1Y | +47.7% | +72.6% | -24.9% | +38.3% |
| 3Y | +70.0% | +129.3% | -59.3% | +50.3% |
| All | +166.9% | -44.7% | +211.6% | +159.6% |
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