+887.3%
XLI vs ILMN
+1,401.8%
-514.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -1.1% | +1.2% | -2.3% | -1.2% |
| 30D | -5.9% | +9.2% | -15.1% | -7.1% |
| 3M | -0.3% | +29.8% | -30.1% | -3.8% |
| 6M | +0.1% | +69.2% | -69.1% | -6.9% |
| YTD | +13.6% | +66.4% | -52.8% | +5.6% |
| 1Y | +17.2% | +123.4% | -106.2% | +4.2% |
| 3Y | +68.2% | +33.2% | +35.0% | +56.9% |
| 5Y | +80.7% | -52.0% | +132.7% | +87.1% |
| 10Y | +253.3% | +33.6% | +219.6% | +215.5% |
| All | +887.3% | +1,401.8% | -514.5% | +450.8% |
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