+92.7%
XOP vs ILMN
-44.7%
+137.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.1% |
| 7D | +6.3% | -2.9% | +9.2% | +6.7% |
| 30D | -6.6% | -23.8% | +17.2% | -3.6% |
| 3M | +3.6% | +7.5% | -3.9% | +1.1% |
| 6M | +10.8% | +42.8% | -32.0% | +3.3% |
| YTD | +48.3% | +57.8% | -9.6% | +35.0% |
| 1Y | +42.9% | +72.6% | -29.7% | +28.0% |
| 3Y | +43.3% | +129.3% | -86.0% | +16.7% |
| All | +92.7% | -44.7% | +137.3% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling