+788.5%
XLK vs ILMN
+28.7%
+759.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.6% |
| 7D | +0.2% | -5.4% | +5.6% | +1.7% |
| 30D | -0.6% | +7.0% | -7.6% | -2.7% |
| 3M | +2.6% | +24.2% | -21.7% | -3.9% |
| 6M | +34.0% | +69.9% | -36.0% | +14.8% |
| YTD | +30.7% | +57.4% | -26.7% | +13.4% |
| 1Y | +39.2% | +107.9% | -68.7% | +10.0% |
| 3Y | +120.4% | +37.1% | +83.3% | +88.0% |
| 5Y | +148.8% | -53.7% | +202.5% | +187.9% |
| All | +788.5% | +28.7% | +759.7% | +667.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling