+62.5%
SLB vs ILMN
-46.1%
+108.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.3% |
| 7D | -7.1% | -9.7% | +2.6% | -6.1% |
| 30D | +4.1% | -20.4% | +24.5% | +6.4% |
| 3M | -2.6% | +10.0% | -12.7% | -4.3% |
| 6M | -8.6% | +49.5% | -58.0% | -13.8% |
| YTD | +32.2% | +62.5% | -30.3% | +22.8% |
| 1Y | +40.7% | +76.0% | -35.3% | +29.3% |
| 3Y | -4.5% | +94.2% | -98.7% | -15.8% |
| All | +62.5% | -46.1% | +108.7% | +53.2% |
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 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