+543.0%
XYZ vs ILMN
+21.2%
+521.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.2% | +4.1% | -0.1% |
| 7D | +9.2% | -28.3% | +37.5% | +26.1% |
| 30D | +9.8% | -24.0% | +33.8% | +22.6% |
| 3M | -0.2% | +4.1% | -4.3% | -6.4% |
| 6M | +18.0% | +49.6% | -31.6% | -9.2% |
| YTD | +29.1% | +58.6% | -29.5% | -4.6% |
| 1Y | +14.1% | +69.9% | -55.8% | -18.8% |
| 3Y | +72.6% | +82.9% | -10.2% | +7.2% |
| 5Y | -64.6% | -47.6% | -17.0% | -57.3% |
| 10Y | +590.0% | +58.8% | +531.2% | +518.1% |
| All | +543.0% | +21.2% | +521.8% | +492.9% |
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