+72.6%
XYZ vs ILMN
+88.1%
-15.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.0% |
| 7D | +12.1% | -9.7% | +21.8% | +15.2% |
| 30D | +12.4% | -20.4% | +32.8% | +18.9% |
| 3M | +8.2% | +10.0% | -1.8% | +1.1% |
| 6M | +20.7% | +49.5% | -28.8% | +0.3% |
| YTD | +31.3% | +62.5% | -31.2% | +5.1% |
| 1Y | +20.5% | +76.0% | -55.5% | -6.3% |
| 3Y | +72.6% | +94.2% | -21.5% | +27.0% |
| All | +72.6% | +88.1% | -15.4% | +27.0% |
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 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