-3.3%
SLB vs ILMN
+33.5%
-36.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.5% |
| 7D | +0.8% | +1.2% | -0.4% | +0.6% |
| 30D | +15.8% | +9.2% | +6.6% | +13.7% |
| 3M | -0.3% | +29.8% | -30.2% | -5.6% |
| 6M | +21.3% | +69.2% | -47.9% | +8.8% |
| YTD | +52.3% | +66.4% | -14.1% | +36.4% |
| 1Y | +63.6% | +123.4% | -59.8% | +36.9% |
| 3Y | +3.8% | +33.2% | -29.4% | -6.8% |
| 5Y | +128.6% | -52.0% | +180.6% | +149.0% |
| All | -3.3% | +33.5% | -36.9% | -20.2% |
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