+1.0%
XLU vs ILMN
+92.1%
-91.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +0.3% |
| 7D | +2.6% | -21.6% | +24.2% | +2.2% |
| 30D | +9.1% | -22.9% | +32.0% | +8.6% |
| 3M | -0.4% | +11.6% | -12.0% | -0.9% |
| 6M | -4.7% | +62.5% | -67.2% | -5.4% |
| YTD | +4.3% | +72.7% | -68.4% | +2.2% |
| 1Y | +1.0% | +93.9% | -92.9% | -3.5% |
| All | +1.0% | +92.1% | -91.2% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling