+54.8%
XLF vs ILMN
-46.1%
+100.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.9% |
| 7D | +1.2% | -9.7% | +10.8% | +2.4% |
| 30D | +6.3% | -20.4% | +26.7% | +9.0% |
| 3M | -0.8% | +10.0% | -10.8% | -3.2% |
| 6M | +11.0% | +49.5% | -38.4% | +3.3% |
| YTD | +5.6% | +62.5% | -56.9% | -3.4% |
| 1Y | +10.8% | +76.0% | -65.2% | 0.0% |
| 3Y | +77.8% | +94.2% | -16.4% | +52.2% |
| All | +54.8% | -46.1% | +100.9% | +59.7% |
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