+13.7%
OXY vs ILMN
+64.4%
-50.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.5% |
| 7D | -5.8% | -9.8% | +3.9% | -4.2% |
| 30D | -5.3% | -22.7% | +17.4% | -1.6% |
| 3M | -2.5% | +12.1% | -14.6% | -6.0% |
| 6M | +8.3% | +51.5% | -43.2% | -1.9% |
| YTD | +40.3% | +63.9% | -23.5% | +23.7% |
| 1Y | +38.8% | +76.6% | -37.7% | +20.3% |
| 3Y | -1.4% | +124.6% | -126.0% | -22.6% |
| 5Y | +92.2% | -42.7% | +134.9% | +99.9% |
| 10Y | +13.7% | +59.7% | -46.0% | +0.7% |
| All | +13.7% | +64.4% | -50.7% | +0.7% |
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