+741.4%
XLE vs ILMN
+1,331.5%
-590.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.2% | +5.2% | -2.0% |
| 7D | -10.3% | -28.3% | +18.0% | -7.0% |
| 30D | -3.3% | -24.0% | +20.6% | -0.5% |
| 3M | +8.2% | +4.1% | +4.1% | +6.8% |
| 6M | +5.0% | +49.6% | -44.5% | -1.0% |
| YTD | +40.6% | +58.6% | -18.0% | +30.8% |
| 1Y | +45.0% | +69.9% | -24.9% | +33.7% |
| 3Y | +56.3% | +82.9% | -26.6% | +39.4% |
| 5Y | +152.2% | -47.6% | +199.8% | +155.6% |
| 10Y | +173.0% | +58.8% | +114.2% | +138.2% |
| All | +741.4% | +1,331.5% | -590.0% | +402.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling