+45.8%
XLU vs ILMN
-54.3%
+100.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.9% |
| 7D | +0.6% | -3.9% | +4.5% | +0.9% |
| 30D | -0.4% | +6.9% | -7.3% | -1.1% |
| 3M | -1.7% | +28.1% | -29.8% | -4.0% |
| 6M | -7.1% | +65.0% | -72.1% | -11.4% |
| YTD | +1.9% | +56.3% | -54.4% | -2.5% |
| 1Y | +6.1% | +108.7% | -102.6% | -1.8% |
| 3Y | +48.8% | +33.1% | +15.7% | +42.0% |
| All | +45.8% | -54.3% | +100.2% | +45.7% |
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