+50.2%
XOP vs ILMN
+28.5%
+21.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.4% |
| 7D | +0.6% | +1.9% | -1.3% | +0.2% |
| 30D | +16.5% | +12.3% | +4.2% | +13.4% |
| 3M | +15.7% | +33.5% | -17.8% | +8.1% |
| 6M | +19.2% | +69.4% | -50.2% | +5.0% |
| YTD | +55.0% | +60.9% | -6.0% | +37.2% |
| 1Y | +54.2% | +115.0% | -60.8% | +26.0% |
| 3Y | +35.9% | +37.0% | -1.1% | +19.0% |
| 5Y | +162.4% | -53.1% | +215.6% | +193.6% |
| 10Y | +50.2% | +27.6% | +22.6% | +27.6% |
| All | +50.2% | +28.5% | +21.7% | +27.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling