+1,043.0%
XLY vs ILMN
+1,310.8%
-267.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.5% | -0.9% |
| 7D | -2.1% | -3.9% | +1.8% | -1.6% |
| 30D | -6.0% | +6.9% | -12.9% | -7.0% |
| 3M | -2.7% | +28.1% | -30.9% | -6.3% |
| 6M | -1.5% | +65.0% | -66.4% | -8.6% |
| YTD | -5.4% | +56.3% | -61.7% | -11.9% |
| 1Y | -3.8% | +108.7% | -112.5% | -14.4% |
| 3Y | +36.6% | +33.1% | +3.5% | +27.1% |
| 5Y | +27.4% | -54.1% | +81.5% | +33.6% |
| 10Y | +218.2% | +27.8% | +190.4% | +190.2% |
| All | +1,043.0% | +1,310.8% | -267.8% | +560.4% |
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 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