+528.0%
XRT vs ILMN
+1,538.7%
-1,010.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.3% |
| 7D | +0.9% | -9.7% | +10.6% | +3.0% |
| 30D | +7.9% | -20.4% | +28.4% | +12.5% |
| 3M | -0.2% | +10.0% | -10.2% | -4.2% |
| 6M | +5.6% | +49.5% | -43.9% | -6.1% |
| YTD | +5.7% | +62.5% | -56.8% | -8.6% |
| 1Y | +14.6% | +76.0% | -61.4% | -2.8% |
| 3Y | +50.7% | +94.2% | -43.5% | +20.3% |
| 5Y | -4.8% | -46.3% | +41.5% | -1.4% |
| 10Y | +152.6% | +62.7% | +89.9% | +97.4% |
| All | +528.0% | +1,538.7% | -1,010.7% | +167.0% |
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 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