+139.5%
XLP vs ILMN
+54.3%
+85.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +2.5% | -2.9% | +5.4% | +2.8% |
| 30D | +7.3% | -23.8% | +31.1% | +9.6% |
| 3M | +8.1% | +7.5% | +0.6% | +6.3% |
| 6M | +10.5% | +42.8% | -32.3% | +5.2% |
| YTD | +21.2% | +57.8% | -36.7% | +13.7% |
| 1Y | +22.7% | +72.6% | -49.9% | +13.9% |
| 3Y | +44.8% | +129.3% | -84.5% | +26.6% |
| 5Y | +44.7% | -44.5% | +89.2% | +48.8% |
| All | +139.5% | +54.3% | +85.2% | +118.1% |
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