+32.9%
XLV vs ILMN
+92.1%
-59.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +8.0% | +3.4% |
| 7D | +5.5% | -21.6% | +27.1% | +7.3% |
| 30D | +13.3% | -22.9% | +36.2% | +15.4% |
| 3M | +17.4% | +11.6% | +5.9% | +14.4% |
| 6M | +32.1% | +62.5% | -30.4% | +22.8% |
| YTD | +24.0% | +72.7% | -48.7% | +13.4% |
| 1Y | +32.9% | +93.9% | -61.0% | +17.5% |
| All | +32.9% | +92.1% | -59.3% | +17.5% |
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