-2.2%
OXY vs ILMN
+41.2%
-43.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.8% |
| 7D | +1.6% | +1.2% | +0.4% | +1.4% |
| 30D | +11.6% | +9.2% | +2.4% | +10.5% |
| 3M | +2.8% | +29.8% | -27.0% | -0.2% |
| 6M | +13.0% | +69.2% | -56.2% | +6.2% |
| YTD | +47.4% | +66.4% | -19.0% | +38.1% |
| 1Y | +31.5% | +123.4% | -91.9% | +16.5% |
| All | -2.2% | +41.2% | -43.4% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling