+32.4%
XLY vs ILMN
+29.9%
+2.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -3.9% | -9.2% | +5.3% | -2.1% |
| 30D | -6.1% | +4.4% | -10.5% | -7.0% |
| 3M | -1.2% | +23.9% | -25.0% | -5.6% |
| 6M | -1.8% | +64.5% | -66.3% | -11.6% |
| YTD | -5.9% | +53.5% | -59.3% | -14.6% |
| 1Y | -3.1% | +110.8% | -113.9% | -18.6% |
| All | +32.4% | +29.9% | +2.5% | +24.4% |
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