+130.8%
SLB vs ILMN
-51.8%
+182.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.3% |
| 7D | +0.8% | +1.2% | -0.4% | +0.7% |
| 30D | +15.8% | +9.2% | +6.6% | +14.5% |
| 3M | -0.3% | +29.8% | -30.2% | -3.7% |
| 6M | +21.3% | +69.2% | -47.9% | +13.2% |
| YTD | +52.3% | +66.4% | -14.1% | +41.9% |
| 1Y | +63.6% | +123.4% | -59.8% | +46.0% |
| 3Y | +3.8% | +33.2% | -29.4% | -4.9% |
| All | +130.8% | -51.8% | +182.6% | +103.5% |
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