+0.3%
XRT vs ILMN
-51.8%
+52.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.5% | +1.4% |
| 7D | +0.8% | +1.2% | -0.4% | +0.4% |
| 30D | -4.2% | +9.2% | -13.4% | -6.7% |
| 3M | +5.1% | +29.8% | -24.8% | -2.8% |
| 6M | +2.4% | +69.2% | -66.8% | -12.4% |
| YTD | +3.2% | +66.4% | -63.2% | -12.0% |
| 1Y | +1.5% | +123.4% | -121.9% | -21.8% |
| 3Y | +40.6% | +33.2% | +7.4% | +21.5% |
| All | +0.3% | -51.8% | +52.1% | +16.8% |
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