+83.9%
XLI vs ILMN
-51.8%
+135.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -1.1% | +1.2% | -2.3% | -1.3% |
| 30D | -5.9% | +9.2% | -15.1% | -7.3% |
| 3M | -0.3% | +29.8% | -30.1% | -4.5% |
| 6M | +0.1% | +69.2% | -69.1% | -8.4% |
| YTD | +13.6% | +66.4% | -52.8% | +3.8% |
| 1Y | +17.2% | +123.4% | -106.2% | +1.1% |
| 3Y | +68.2% | +33.2% | +35.0% | +54.1% |
| All | +83.9% | -51.8% | +135.7% | +95.2% |
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