+33.3%
SHEL vs ILMN
+127.6%
-94.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.2% | +0.6% |
| 7D | +2.2% | +1.2% | +1.0% | +2.3% |
| 30D | +6.8% | +9.2% | -2.3% | +7.0% |
| 3M | +8.1% | +29.8% | -21.7% | +8.9% |
| 6M | +14.4% | +69.2% | -54.8% | +15.7% |
| YTD | +30.0% | +66.4% | -36.4% | +31.0% |
| 1Y | +33.3% | +123.4% | -90.1% | +33.7% |
| All | +33.3% | +127.6% | -94.3% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling