+149.9%
XLE vs ILMN
-46.1%
+196.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.2% |
| 7D | -12.0% | -9.7% | -2.3% | -11.3% |
| 30D | -2.7% | -20.4% | +17.7% | -1.3% |
| 3M | +6.6% | +10.0% | -3.4% | +5.0% |
| 6M | +9.5% | +49.5% | -39.9% | +4.7% |
| YTD | +40.6% | +62.5% | -21.9% | +32.7% |
| 1Y | +43.6% | +76.0% | -32.4% | +34.3% |
| 3Y | +58.1% | +94.2% | -36.1% | +42.2% |
| All | +149.9% | -46.1% | +196.1% | +145.4% |
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