+139.0%
OKE vs ILMN
-55.2%
+194.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.1% |
| 7D | 0.0% | -9.2% | +9.2% | +1.1% |
| 30D | +4.6% | +4.4% | +0.2% | +3.9% |
| 3M | +6.9% | +23.9% | -16.9% | +3.9% |
| 6M | +15.8% | +64.5% | -48.7% | +8.0% |
| YTD | +35.2% | +53.5% | -18.3% | +26.7% |
| 1Y | +37.6% | +110.8% | -73.2% | +22.0% |
| 3Y | +72.0% | +30.7% | +41.4% | +59.9% |
| 5Y | +139.0% | -54.8% | +193.8% | +156.6% |
| All | +139.0% | -55.2% | +194.1% | +156.6% |
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 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