-64.6%
XYZ vs ILMN
-49.5%
-15.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.2% | +4.1% | 0.0% |
| 7D | +9.2% | -28.3% | +37.5% | +26.5% |
| 30D | +9.8% | -24.0% | +33.8% | +22.8% |
| 3M | -0.2% | +4.1% | -4.3% | -7.2% |
| 6M | +18.0% | +49.6% | -31.6% | -11.2% |
| YTD | +29.1% | +58.6% | -29.5% | -7.1% |
| 1Y | +14.1% | +69.9% | -55.8% | -21.2% |
| 3Y | +72.6% | +82.9% | -10.2% | +0.8% |
| 5Y | -64.6% | -47.6% | -17.0% | -49.6% |
| All | -64.6% | -49.5% | -15.1% | -49.6% |
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