+736.5%
XLK vs ILMN
+56.2%
+680.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.1% |
| 7D | +7.0% | +0.7% | +6.3% | +6.8% |
| 30D | -11.5% | -22.7% | +11.3% | -5.4% |
| 3M | -7.9% | +8.6% | -16.5% | -11.2% |
| 6M | -0.6% | +43.8% | -44.4% | -11.9% |
| YTD | +21.1% | +59.8% | -38.6% | +3.1% |
| 1Y | +18.8% | +71.8% | -52.9% | -1.1% |
| 3Y | +97.3% | +119.0% | -21.7% | +42.5% |
| 5Y | +115.5% | -43.8% | +159.4% | +134.1% |
| All | +736.5% | +56.2% | +680.3% | +602.2% |
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