+77.6%
OXY vs ILMN
-43.3%
+121.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.5% |
| 7D | -8.2% | -2.6% | -5.6% | -7.9% |
| 30D | -7.2% | -20.6% | +13.4% | -5.4% |
| 3M | +0.2% | +17.5% | -17.3% | -2.5% |
| 6M | +6.1% | +55.6% | -49.5% | -0.5% |
| YTD | +37.5% | +68.3% | -30.8% | +26.8% |
| 1Y | +37.7% | +81.1% | -43.4% | +25.5% |
| 3Y | -2.8% | +112.2% | -114.9% | -16.3% |
| 5Y | +77.6% | -42.6% | +120.2% | +76.8% |
| All | +77.6% | -43.3% | +121.0% | +76.8% |
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