+127.5%
XLP vs ILMN
+56.7%
+70.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.2% | +7.4% | 0.0% |
| 7D | +3.5% | -28.3% | +31.8% | +6.3% |
| 30D | +11.6% | -24.0% | +35.5% | +13.9% |
| 3M | +7.6% | +4.1% | +3.6% | +6.2% |
| 6M | +10.0% | +49.6% | -39.5% | +4.3% |
| YTD | +19.7% | +58.6% | -38.9% | +12.3% |
| 1Y | +23.5% | +69.9% | -46.4% | +14.9% |
| 3Y | +44.0% | +82.9% | -38.9% | +29.6% |
| 5Y | +42.7% | -47.6% | +90.3% | +48.0% |
| All | +127.5% | +56.7% | +70.8% | +108.5% |
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