-4.9%
LYB vs ILMN
-53.9%
+49.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.4% |
| 7D | +0.3% | -5.4% | +5.7% | +1.1% |
| 30D | +2.5% | +7.0% | -4.6% | +1.1% |
| 3M | +1.4% | +24.2% | -22.8% | -2.7% |
| 6M | -3.5% | +69.9% | -73.4% | -12.9% |
| YTD | +52.0% | +57.4% | -5.4% | +38.2% |
| 1Y | +22.1% | +107.9% | -85.8% | +4.0% |
| 3Y | -22.8% | +37.1% | -59.9% | -31.6% |
| All | -4.9% | -53.9% | +49.0% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling