+67.0%
XOP vs ILMN
+1,538.7%
-1,471.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.8% |
| 7D | -14.7% | -9.7% | -5.0% | -12.6% |
| 30D | -7.7% | -20.4% | +12.7% | -3.4% |
| 3M | +4.4% | +10.0% | -5.6% | +0.1% |
| 6M | +3.5% | +49.5% | -45.9% | -8.7% |
| YTD | +39.4% | +62.5% | -23.1% | +18.7% |
| 1Y | +39.8% | +76.0% | -36.2% | +16.4% |
| 3Y | +29.7% | +94.2% | -64.5% | -0.3% |
| 5Y | +78.6% | -46.3% | +124.9% | +84.8% |
| 10Y | +51.8% | +62.7% | -10.9% | +9.2% |
| All | +67.0% | +1,538.7% | -1,471.8% | -43.4% |
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