+762.6%
XLV vs ILMN
+1,352.5%
-589.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -2.1% |
| 7D | -2.6% | +1.9% | -4.5% | -2.9% |
| 30D | +0.9% | +12.3% | -11.4% | -0.5% |
| 3M | +10.0% | +33.5% | -23.6% | +6.1% |
| 6M | +10.4% | +69.4% | -59.0% | +3.4% |
| YTD | +8.9% | +60.9% | -52.0% | +2.4% |
| 1Y | +23.4% | +115.0% | -91.6% | +11.6% |
| 3Y | +33.1% | +37.0% | -3.9% | +24.6% |
| 5Y | +33.3% | -53.1% | +86.4% | +37.9% |
| 10Y | +170.8% | +27.6% | +143.2% | +147.3% |
| All | +762.6% | +1,352.5% | -589.9% | +434.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling