+35.5%
XLV vs ILMN
-53.9%
+89.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.6% |
| 7D | -3.6% | -5.4% | +1.8% | -2.8% |
| 30D | -1.8% | +7.0% | -8.8% | -2.9% |
| 3M | +7.8% | +24.2% | -16.4% | +4.1% |
| 6M | +9.1% | +69.9% | -60.8% | +0.3% |
| YTD | +7.7% | +57.4% | -49.7% | -0.1% |
| 1Y | +20.4% | +107.9% | -87.5% | +6.3% |
| 3Y | +30.8% | +37.1% | -6.4% | +20.1% |
| All | +35.5% | -53.9% | +89.4% | +50.7% |
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