+121.8%
XLK vs ILMN
+37.1%
+84.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.8% |
| 7D | +2.3% | +1.9% | +0.4% | +2.0% |
| 30D | -0.1% | +12.3% | -12.3% | -2.0% |
| 3M | +2.1% | +33.5% | -31.4% | -2.8% |
| 6M | +37.2% | +69.4% | -32.2% | +25.4% |
| YTD | +30.8% | +60.9% | -30.1% | +20.1% |
| 1Y | +42.6% | +115.0% | -72.3% | +23.4% |
| 3Y | +121.8% | +37.0% | +84.8% | +106.0% |
| All | +121.8% | +37.1% | +84.7% | +106.0% |
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