+370.0%
XLF vs ILMN
+1,401.8%
-1,031.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | 0.0% | +1.2% | -1.2% | -0.2% |
| 30D | +0.2% | +9.2% | -9.0% | -1.3% |
| 3M | +11.7% | +29.8% | -18.1% | +7.2% |
| 6M | +13.8% | +69.2% | -55.4% | +4.7% |
| YTD | +7.0% | +66.4% | -59.4% | -1.7% |
| 1Y | +9.1% | +123.4% | -114.3% | -4.7% |
| 3Y | +75.6% | +33.2% | +42.5% | +61.9% |
| 5Y | +66.4% | -52.0% | +118.4% | +73.4% |
| 10Y | +250.3% | +33.6% | +216.7% | +205.0% |
| All | +370.0% | +1,401.8% | -1,031.8% | +143.3% |
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