+124.8%
SLB vs ILMN
+1,331.5%
-1,206.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.2% | +4.5% | -2.6% |
| 7D | -7.7% | -28.3% | +20.5% | -3.7% |
| 30D | -0.7% | -24.0% | +23.2% | +2.7% |
| 3M | 0.0% | +4.1% | -4.1% | -1.4% |
| 6M | -10.4% | +49.6% | -60.0% | -16.3% |
| YTD | +31.5% | +58.6% | -27.1% | +21.2% |
| 1Y | +39.1% | +69.9% | -30.7% | +27.0% |
| 3Y | -5.7% | +82.9% | -88.6% | -16.9% |
| 5Y | +65.4% | -47.6% | +113.0% | +68.2% |
| 10Y | -15.6% | +58.8% | -74.4% | -27.6% |
| All | +124.8% | +1,331.5% | -1,206.6% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling