+831.1%
XLK vs ILMN
+1,342.1%
-511.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | -0.1% |
| 7D | +7.0% | +0.7% | +6.3% | +6.9% |
| 30D | -11.5% | -22.7% | +11.3% | -7.8% |
| 3M | -7.9% | +8.6% | -16.5% | -9.8% |
| 6M | -0.6% | +43.8% | -44.4% | -7.3% |
| YTD | +21.1% | +59.8% | -38.6% | +10.3% |
| 1Y | +18.8% | +71.8% | -52.9% | +6.9% |
| 3Y | +97.3% | +119.0% | -21.7% | +65.5% |
| 5Y | +115.5% | -43.8% | +159.4% | +120.9% |
| 10Y | +723.7% | +56.4% | +667.3% | +613.9% |
| All | +831.1% | +1,342.1% | -511.1% | +327.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling