+51.6%
XLU vs ILMN
-44.7%
+96.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +2.1% | -2.9% | +5.0% | +2.3% |
| 30D | +5.6% | -23.8% | +29.4% | +7.3% |
| 3M | +0.7% | +7.5% | -6.7% | -0.7% |
| 6M | -0.1% | +42.8% | -42.8% | -4.0% |
| YTD | +5.3% | +57.8% | -52.5% | -0.1% |
| 1Y | +2.2% | +72.6% | -70.5% | -4.0% |
| 3Y | +61.6% | +129.3% | -67.7% | +43.2% |
| All | +51.6% | -44.7% | +96.2% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling