+124.6%
XLP vs ILMN
+60.6%
+64.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.7% | -1.5% |
| 7D | +0.7% | -9.7% | +10.4% | +1.6% |
| 30D | +10.3% | -20.4% | +30.7% | +12.1% |
| 3M | +6.5% | +10.0% | -3.5% | +4.6% |
| 6M | +8.4% | +49.5% | -41.1% | +2.8% |
| YTD | +18.2% | +62.5% | -44.3% | +10.6% |
| 1Y | +22.4% | +76.0% | -53.6% | +13.5% |
| 3Y | +41.9% | +94.2% | -52.3% | +26.9% |
| 5Y | +40.9% | -46.3% | +87.2% | +45.8% |
| All | +124.6% | +60.6% | +64.0% | +105.3% |
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