+50.6%
LYB vs ILMN
+92.1%
-41.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.9% | +0.2% | -5.2% |
| 7D | -6.2% | -21.6% | +15.3% | -8.2% |
| 30D | +6.3% | -22.9% | +29.2% | +4.1% |
| 3M | +4.1% | +11.6% | -7.5% | +4.8% |
| 6M | -15.5% | +62.5% | -78.0% | -10.0% |
| YTD | +50.2% | +72.7% | -22.5% | +54.4% |
| 1Y | +50.6% | +93.9% | -43.3% | +46.4% |
| All | +50.6% | +92.1% | -41.5% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling