+227.3%
XLI vs ILMN
+56.2%
+171.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | +4.3% | +0.7% | +3.5% | +4.1% |
| 30D | +0.5% | -22.7% | +23.2% | +4.8% |
| 3M | -8.6% | +8.6% | -17.2% | -11.2% |
| 6M | -2.3% | +43.8% | -46.1% | -10.5% |
| YTD | +10.1% | +59.8% | -49.7% | -2.0% |
| 1Y | +11.0% | +71.8% | -60.8% | -2.7% |
| 3Y | +72.3% | +119.0% | -46.7% | +37.5% |
| 5Y | +70.8% | -43.8% | +114.7% | +77.6% |
| All | +227.3% | +56.2% | +171.2% | +174.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling