-14.2%
SLB vs ILMN
+59.3%
-73.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | -1.2% | -6.0% | +4.8% | -0.1% |
| 30D | +4.5% | -23.0% | +27.5% | +9.0% |
| 3M | -4.6% | +10.4% | -15.0% | -7.4% |
| 6M | -6.3% | +49.4% | -55.7% | -14.7% |
| YTD | +35.0% | +62.3% | -27.4% | +20.0% |
| 1Y | +38.8% | +73.7% | -34.9% | +21.7% |
| 3Y | +3.3% | +122.5% | -119.2% | -17.4% |
| 5Y | +73.6% | -43.2% | +116.8% | +79.4% |
| 10Y | -14.2% | +59.0% | -73.2% | -26.6% |
| All | -14.2% | +59.3% | -73.5% | -26.6% |
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