+43.4%
XLK vs ILMN
+127.6%
-84.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | +0.9% | +1.2% | -0.4% | +0.7% |
| 30D | +0.7% | +9.2% | -8.4% | -0.1% |
| 3M | -2.9% | +29.8% | -32.8% | -5.1% |
| 6M | +34.3% | +69.2% | -35.0% | +28.6% |
| YTD | +30.4% | +66.4% | -36.0% | +24.9% |
| 1Y | +43.4% | +123.4% | -80.0% | +35.1% |
| All | +43.4% | +127.6% | -84.3% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling