+192.3%
SHEL vs ILMN
-54.6%
+246.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.5% |
| 7D | +3.0% | -3.9% | +6.9% | +3.2% |
| 30D | +7.2% | +6.9% | +0.3% | +6.7% |
| 3M | +12.9% | +28.1% | -15.2% | +11.0% |
| 6M | +13.7% | +65.0% | -51.3% | +9.8% |
| YTD | +33.7% | +56.3% | -22.6% | +29.3% |
| 1Y | +37.9% | +108.7% | -70.8% | +30.1% |
| 3Y | +70.2% | +33.1% | +37.2% | +63.3% |
| 5Y | +192.3% | -54.1% | +246.4% | +178.9% |
| All | +192.3% | -54.6% | +246.9% | +178.9% |
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