+606.7%
XLP vs ILMN
+1,459.1%
-852.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.9% | +8.3% | +3.7% |
| 7D | +5.9% | -21.6% | +27.4% | +7.2% |
| 30D | +13.5% | -22.9% | +36.3% | +14.9% |
| 3M | +8.4% | +11.6% | -3.2% | +7.2% |
| 6M | +11.5% | +62.5% | -51.0% | +7.7% |
| YTD | +20.6% | +72.7% | -52.1% | +15.7% |
| 1Y | +24.3% | +93.9% | -69.5% | +18.3% |
| 3Y | +45.1% | +99.2% | -54.1% | +36.1% |
| 5Y | +44.6% | -44.8% | +89.4% | +45.0% |
| 10Y | +133.1% | +73.0% | +60.1% | +116.6% |
| All | +606.7% | +1,459.1% | -852.4% | +447.0% |
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 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