+40.9%
XYZ vs ILMN
+33.7%
+7.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.1% |
| 7D | -1.0% | +1.2% | -2.2% | -1.4% |
| 30D | -1.7% | +9.2% | -10.9% | -5.1% |
| 3M | +16.7% | +29.8% | -13.1% | +5.2% |
| 6M | +26.9% | +69.2% | -42.3% | +2.8% |
| YTD | +27.1% | +66.4% | -39.2% | +3.1% |
| 1Y | +9.3% | +123.4% | -114.1% | -22.1% |
| All | +40.9% | +33.7% | +7.1% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling