+209.1%
CVX vs ILMN
+32.2%
+176.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | +3.3% | +1.2% | +2.1% | +3.1% |
| 30D | +12.9% | +9.2% | +3.7% | +11.2% |
| 3M | +11.7% | +29.8% | -18.1% | +6.8% |
| 6M | +14.1% | +69.2% | -55.1% | +4.2% |
| YTD | +40.7% | +66.4% | -25.7% | +28.2% |
| 1Y | +37.5% | +123.4% | -85.9% | +18.1% |
| 3Y | +43.9% | +33.2% | +10.8% | +31.6% |
| 5Y | +161.5% | -52.0% | +213.4% | +186.0% |
| All | +209.1% | +32.2% | +176.9% | +157.6% |
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 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