+6.4%
OXY vs ILMN
+28.7%
-22.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | 0.0% |
| 7D | +2.8% | -5.4% | +8.2% | +3.8% |
| 30D | +5.5% | +7.0% | -1.6% | +3.9% |
| 3M | +11.3% | +24.2% | -12.9% | +6.3% |
| 6M | +11.6% | +69.9% | -58.3% | -0.2% |
| YTD | +51.6% | +57.4% | -5.8% | +36.8% |
| 1Y | +36.2% | +107.9% | -71.7% | +14.9% |
| 3Y | +1.7% | +37.1% | -35.4% | -9.6% |
| 5Y | +164.5% | -53.7% | +218.2% | +192.0% |
| All | +6.4% | +28.7% | -22.3% | -4.3% |
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 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