+76.4%
SLB vs ILMN
-44.7%
+121.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +3.5% | -2.9% | +6.4% | +3.8% |
| 30D | +6.5% | -23.8% | +30.3% | +9.5% |
| 3M | -0.2% | +7.5% | -7.7% | -1.7% |
| 6M | -5.7% | +42.8% | -48.5% | -10.6% |
| YTD | +36.8% | +57.8% | -21.0% | +27.6% |
| 1Y | +45.8% | +72.6% | -26.8% | +34.3% |
| 3Y | +3.4% | +129.3% | -126.0% | -9.9% |
| All | +76.4% | -44.7% | +121.0% | +64.0% |
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 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