+5,243.3%
OKE vs ILMN
+1,324.6%
+3,918.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +5.4% | -2.9% | +8.2% | +5.7% |
| 30D | -1.3% | -23.8% | +22.5% | +1.5% |
| 3M | -2.0% | +7.5% | -9.5% | -3.7% |
| 6M | +3.4% | +42.8% | -39.3% | -2.1% |
| YTD | +28.2% | +57.8% | -29.7% | +19.1% |
| 1Y | +35.7% | +72.6% | -36.9% | +24.7% |
| 3Y | +61.0% | +129.3% | -68.3% | +39.5% |
| 5Y | +85.8% | -44.5% | +130.3% | +87.2% |
| 10Y | +242.1% | +54.5% | +187.6% | +206.5% |
| All | +5,243.3% | +1,324.6% | +3,918.6% | +3,321.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling