+719.7%
XLK vs ILMN
+54.3%
+665.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | +3.4% | -2.9% | +6.2% | +4.2% |
| 30D | -10.6% | -23.8% | +13.2% | -4.1% |
| 3M | -10.6% | +7.5% | -18.1% | -13.6% |
| 6M | -3.5% | +42.8% | -46.3% | -14.3% |
| YTD | +18.7% | +57.8% | -39.1% | +1.4% |
| 1Y | +19.4% | +72.6% | -53.2% | -0.7% |
| 3Y | +94.5% | +129.3% | -34.9% | +38.4% |
| 5Y | +111.2% | -44.5% | +155.7% | +130.2% |
| All | +719.7% | +54.3% | +665.4% | +590.4% |
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