+52.6%
XOM vs ILMN
+92.1%
-39.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.9% | +0.3% | -5.0% |
| 7D | -7.0% | -21.6% | +14.6% | -8.9% |
| 30D | +3.2% | -22.9% | +26.1% | +1.1% |
| 3M | +10.7% | +11.6% | -0.9% | +12.8% |
| 6M | +11.6% | +62.5% | -50.9% | +19.8% |
| YTD | +43.5% | +72.7% | -29.2% | +51.2% |
| 1Y | +52.6% | +93.9% | -41.3% | +60.9% |
| All | +52.6% | +92.1% | -39.5% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling