+443.5%
SHEL vs ILMN
+1,401.8%
-958.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.2% | +0.8% |
| 7D | +2.2% | +1.2% | +1.0% | +2.1% |
| 30D | +6.8% | +9.2% | -2.3% | +5.8% |
| 3M | +8.1% | +29.8% | -21.7% | +5.0% |
| 6M | +14.4% | +69.2% | -54.8% | +7.8% |
| YTD | +30.0% | +66.4% | -36.4% | +22.4% |
| 1Y | +33.3% | +123.4% | -90.1% | +21.1% |
| 3Y | +66.4% | +33.2% | +33.3% | +56.7% |
| 5Y | +178.6% | -52.0% | +230.5% | +185.8% |
| 10Y | +198.4% | +33.6% | +164.8% | +170.1% |
| All | +443.5% | +1,401.8% | -958.3% | +234.0% |
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