+204.1%
SHEL vs ILMN
+61.7%
+142.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.7% |
| 7D | -5.8% | -2.6% | -3.2% | -5.5% |
| 30D | -1.3% | -20.6% | +19.3% | +1.2% |
| 3M | +12.7% | +17.5% | -4.8% | +9.1% |
| 6M | +19.9% | +55.6% | -35.7% | +11.1% |
| YTD | +38.3% | +68.3% | -30.1% | +25.8% |
| 1Y | +35.7% | +81.1% | -45.4% | +22.0% |
| 3Y | +71.7% | +112.2% | -40.4% | +44.8% |
| 5Y | +158.4% | -42.6% | +201.0% | +171.1% |
| 10Y | +204.1% | +70.5% | +133.6% | +162.4% |
| All | +204.1% | +61.7% | +142.4% | +162.4% |
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