-63.9%
XYZ vs ILMN
-46.1%
-17.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +0.5% |
| 7D | +12.1% | -9.7% | +21.8% | +17.1% |
| 30D | +12.4% | -20.4% | +32.8% | +22.8% |
| 3M | +8.2% | +10.0% | -1.8% | -2.4% |
| 6M | +20.7% | +49.5% | -28.8% | -9.0% |
| YTD | +31.3% | +62.5% | -31.2% | -6.7% |
| 1Y | +20.5% | +76.0% | -55.5% | -18.3% |
| 3Y | +72.6% | +94.2% | -21.5% | -3.0% |
| All | -63.9% | -46.1% | -17.8% | -47.6% |
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