+31.7%
XLV vs ILMN
+32.3%
-0.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | 0.0% |
| 7D | -3.7% | -3.9% | +0.2% | -3.2% |
| 30D | -1.1% | +6.9% | -8.0% | -2.0% |
| 3M | +8.2% | +28.1% | -19.9% | +4.6% |
| 6M | +8.9% | +65.0% | -56.0% | +1.6% |
| YTD | +8.5% | +56.3% | -47.8% | +1.7% |
| 1Y | +22.3% | +108.7% | -86.4% | +9.6% |
| All | +31.7% | +32.3% | -0.6% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling