+8.6%
XLF vs ILMN
+105.2%
-96.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.3% |
| 7D | -2.9% | -9.2% | +6.3% | -2.5% |
| 30D | -1.6% | +4.4% | -6.0% | -1.7% |
| 3M | +9.3% | +23.9% | -14.6% | +8.4% |
| 6M | +14.6% | +64.5% | -49.9% | +12.3% |
| YTD | +4.7% | +53.5% | -48.7% | +2.6% |
| 1Y | +8.6% | +110.8% | -102.1% | +5.8% |
| All | +8.6% | +105.2% | -96.6% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling