+82.5%
XOP vs ILMN
+1,577.9%
-1,495.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.5% |
| 7D | +2.6% | +1.2% | +1.3% | +2.2% |
| 30D | +15.4% | +9.2% | +6.3% | +12.6% |
| 3M | +12.1% | +29.8% | -17.8% | +4.2% |
| 6M | +19.7% | +69.2% | -49.5% | +3.2% |
| YTD | +52.4% | +66.4% | -14.0% | +31.0% |
| 1Y | +47.6% | +123.4% | -75.8% | +15.7% |
| 3Y | +34.4% | +33.2% | +1.2% | +15.9% |
| 5Y | +154.4% | -52.0% | +206.4% | +175.9% |
| 10Y | +54.7% | +33.6% | +21.1% | +17.9% |
| All | +82.5% | +1,577.9% | -1,495.3% | -37.5% |
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