+215.2%
XLY vs ILMN
+28.7%
+186.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.2% |
| 7D | -1.7% | -5.4% | +3.7% | -0.3% |
| 30D | -4.2% | +7.0% | -11.2% | -6.1% |
| 3M | -2.7% | +24.2% | -26.9% | -8.5% |
| 6M | -0.6% | +69.9% | -70.6% | -14.3% |
| YTD | -5.0% | +57.4% | -62.4% | -16.9% |
| 1Y | -4.1% | +107.9% | -112.0% | -23.1% |
| 3Y | +33.6% | +37.1% | -3.5% | +15.3% |
| 5Y | +28.7% | -53.7% | +82.4% | +43.6% |
| All | +215.2% | +28.7% | +186.5% | +177.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling