+621.5%
XYZ vs ILMN
+59.3%
+562.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | -2.2% | -6.0% | +3.8% | +1.0% |
| 30D | +11.6% | -23.0% | +34.6% | +25.0% |
| 3M | +8.4% | +10.4% | -2.0% | -2.4% |
| 6M | +17.2% | +49.4% | -32.3% | -12.1% |
| YTD | +31.7% | +62.3% | -30.6% | -6.9% |
| 1Y | +30.1% | +73.7% | -43.6% | -11.7% |
| 3Y | +66.4% | +122.5% | -56.1% | -13.5% |
| 5Y | -62.2% | -43.2% | -19.0% | -54.4% |
| 10Y | +621.5% | +59.0% | +562.6% | +560.5% |
| All | +621.5% | +59.3% | +562.3% | +560.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling