+65.5%
XLF vs ILMN
-52.9%
+118.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.9% |
| 7D | +0.2% | +1.9% | -1.7% | -0.1% |
| 30D | -0.5% | +12.3% | -12.8% | -2.3% |
| 3M | +10.6% | +33.5% | -22.9% | +5.8% |
| 6M | +14.3% | +69.4% | -55.1% | +5.2% |
| YTD | +5.5% | +60.9% | -55.4% | -2.5% |
| 1Y | +9.6% | +115.0% | -105.4% | -4.1% |
| 3Y | +75.2% | +37.0% | +38.2% | +60.6% |
| 5Y | +65.5% | -53.1% | +118.7% | +82.9% |
| All | +65.5% | -52.9% | +118.4% | +82.9% |
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