+479.4%
SHEL vs ILMN
+1,366.8%
-887.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.3% |
| 7D | -8.8% | -9.7% | +0.9% | -7.9% |
| 30D | +2.3% | -20.4% | +22.7% | +4.3% |
| 3M | +11.6% | +10.0% | +1.5% | +9.7% |
| 6M | +15.7% | +49.5% | -33.8% | +10.0% |
| YTD | +38.6% | +62.5% | -23.9% | +30.0% |
| 1Y | +38.5% | +76.0% | -37.5% | +28.8% |
| 3Y | +66.9% | +94.2% | -27.3% | +50.3% |
| 5Y | +160.6% | -46.3% | +206.9% | +162.8% |
| 10Y | +214.1% | +62.7% | +151.3% | +178.6% |
| All | +479.4% | +1,366.8% | -887.4% | +254.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling