+198.6%
CVX vs ILMN
+61.7%
+136.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.5% | -1.4% |
| 7D | -7.5% | -2.6% | -4.9% | -7.2% |
| 30D | -0.6% | -20.6% | +20.1% | +2.3% |
| 3M | +14.0% | +17.5% | -3.5% | +9.8% |
| 6M | +18.1% | +55.6% | -37.5% | +8.4% |
| YTD | +42.2% | +68.3% | -26.2% | +27.7% |
| 1Y | +41.3% | +81.1% | -39.8% | +25.3% |
| 3Y | +68.3% | +112.2% | -43.8% | +39.1% |
| 5Y | +122.0% | -42.6% | +164.6% | +131.5% |
| 10Y | +198.6% | +70.5% | +128.1% | +159.3% |
| All | +198.6% | +61.7% | +136.9% | +159.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling