+92.9%
XLK vs ILMN
+126.6%
-33.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.7% |
| 7D | -4.3% | -9.8% | +5.5% | -2.6% |
| 30D | -15.0% | -22.7% | +7.7% | -11.4% |
| 3M | -9.2% | +12.1% | -21.3% | -11.3% |
| 6M | -3.5% | +51.5% | -55.0% | -10.6% |
| YTD | +17.7% | +63.9% | -46.1% | +7.1% |
| 1Y | +14.9% | +76.6% | -61.7% | +3.1% |
| All | +92.9% | +126.6% | -33.7% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling