+42.6%
XOP vs ILMN
+61.7%
-19.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.5% |
| 7D | -10.0% | -2.6% | -7.5% | -9.6% |
| 30D | -9.1% | -20.6% | +11.6% | -5.4% |
| 3M | +5.1% | +17.5% | -12.4% | -0.2% |
| 6M | +6.4% | +55.6% | -49.2% | -5.5% |
| YTD | +39.7% | +68.3% | -28.6% | +20.4% |
| 1Y | +37.2% | +81.1% | -43.9% | +16.1% |
| 3Y | +37.6% | +112.2% | -74.5% | +6.1% |
| 5Y | +76.5% | -42.6% | +119.1% | +85.6% |
| 10Y | +42.6% | +70.5% | -27.8% | +24.1% |
| All | +42.6% | +61.7% | -19.1% | +24.1% |
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