+853.9%
XLI vs ILMN
+1,419.4%
-565.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +3.4% |
| 7D | -0.5% | -2.6% | +2.1% | -0.2% |
| 30D | -0.2% | -20.6% | +20.4% | +2.4% |
| 3M | -8.6% | +17.5% | -26.0% | -11.1% |
| 6M | -2.0% | +55.6% | -57.6% | -8.3% |
| YTD | +9.7% | +68.3% | -58.6% | +1.2% |
| 1Y | +11.4% | +81.1% | -69.7% | +1.8% |
| 3Y | +74.2% | +112.2% | -37.9% | +52.5% |
| 5Y | +70.0% | -42.6% | +112.6% | +71.2% |
| 10Y | +235.2% | +70.5% | +164.8% | +191.1% |
| All | +853.9% | +1,419.4% | -565.5% | +428.1% |
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 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