+818.8%
XLI vs ILMN
+1,366.8%
-548.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.3% | -0.2% |
| 7D | -2.8% | -9.7% | +6.9% | -1.6% |
| 30D | -3.1% | -20.4% | +17.3% | -0.6% |
| 3M | -11.7% | +10.0% | -21.7% | -13.4% |
| 6M | -7.6% | +49.5% | -57.0% | -13.0% |
| YTD | +5.7% | +62.5% | -56.8% | -2.1% |
| 1Y | +7.8% | +76.0% | -68.2% | -1.2% |
| 3Y | +67.4% | +94.2% | -26.8% | +48.1% |
| 5Y | +64.8% | -46.3% | +111.1% | +67.4% |
| 10Y | +241.2% | +62.7% | +178.5% | +197.9% |
| All | +818.8% | +1,366.8% | -548.0% | +410.9% |
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