+160.6%
OXY vs ILMN
-52.9%
+213.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.4% |
| 7D | -0.5% | +1.9% | -2.4% | -0.7% |
| 30D | +8.5% | +12.3% | -3.8% | +6.9% |
| 3M | +6.0% | +33.5% | -27.5% | +2.1% |
| 6M | +13.0% | +69.4% | -56.4% | +5.2% |
| YTD | +48.9% | +60.9% | -12.0% | +39.1% |
| 1Y | +36.4% | +115.0% | -78.6% | +21.2% |
| 3Y | -2.3% | +37.0% | -39.3% | -10.3% |
| 5Y | +160.6% | -53.1% | +213.8% | +166.8% |
| All | +160.6% | -52.9% | +213.5% | +166.8% |
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