+205.4%
XOM vs ILMN
+54.3%
+151.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +2.8% | -2.9% | +5.7% | +3.2% |
| 30D | -3.6% | -23.8% | +20.2% | -1.0% |
| 3M | +8.2% | +7.5% | +0.8% | +6.2% |
| 6M | +14.0% | +42.8% | -28.7% | +7.6% |
| YTD | +44.6% | +57.8% | -13.2% | +33.7% |
| 1Y | +47.8% | +72.6% | -24.8% | +34.9% |
| 3Y | +79.6% | +129.3% | -49.8% | +51.7% |
| 5Y | +214.3% | -44.5% | +258.8% | +227.1% |
| All | +205.4% | +54.3% | +151.1% | +173.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling