+197.0%
SHEL vs ILMN
+28.5%
+168.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +3.0% |
| 7D | +1.9% | +1.9% | 0.0% | +1.6% |
| 30D | +8.7% | +12.3% | -3.6% | +6.7% |
| 3M | +11.0% | +33.5% | -22.6% | +6.1% |
| 6M | +14.6% | +69.4% | -54.8% | +5.5% |
| YTD | +33.3% | +60.9% | -27.6% | +23.2% |
| 1Y | +37.9% | +115.0% | -77.1% | +20.9% |
| 3Y | +69.7% | +37.0% | +32.7% | +55.8% |
| 5Y | +190.2% | -53.1% | +243.3% | +219.1% |
| 10Y | +197.0% | +27.6% | +169.4% | +153.8% |
| All | +197.0% | +28.5% | +168.5% | +153.8% |
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 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