+533.2%
XYZ vs ILMN
+27.1%
+506.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | +0.1% |
| 7D | -1.0% | +1.2% | -2.2% | -1.5% |
| 30D | -1.7% | +9.2% | -10.9% | -6.3% |
| 3M | +16.7% | +29.8% | -13.1% | +1.1% |
| 6M | +26.9% | +69.2% | -42.3% | -4.9% |
| YTD | +27.1% | +66.4% | -39.2% | -4.5% |
| 1Y | +9.3% | +123.4% | -114.1% | -31.9% |
| 3Y | +42.3% | +33.2% | +9.1% | +10.4% |
| 5Y | -69.3% | -52.0% | -17.4% | -59.9% |
| 10Y | +586.8% | +33.6% | +553.2% | +545.6% |
| All | +533.2% | +27.1% | +506.1% | +493.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling