+257.2%
XLI vs ILMN
+25.5%
+231.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.0% |
| 7D | -0.6% | -3.9% | +3.3% | +0.1% |
| 30D | -6.9% | +6.9% | -13.8% | -8.3% |
| 3M | -1.9% | +28.1% | -30.0% | -6.9% |
| 6M | +1.0% | +65.0% | -63.9% | -8.9% |
| YTD | +11.3% | +56.3% | -45.0% | +0.9% |
| 1Y | +15.8% | +108.7% | -92.9% | -1.9% |
| 3Y | +69.8% | +33.1% | +36.7% | +52.8% |
| 5Y | +80.9% | -54.1% | +135.0% | +97.8% |
| 10Y | +257.2% | +27.8% | +229.4% | +199.1% |
| All | +257.2% | +25.5% | +231.7% | +199.1% |
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