+52.7%
XOM vs ILMN
+108.3%
-55.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.0% |
| 7D | 0.0% | -3.9% | +3.9% | -0.3% |
| 30D | +3.4% | +6.9% | -3.4% | +4.1% |
| 3M | +11.0% | +28.1% | -17.1% | +13.5% |
| 6M | +10.6% | +65.0% | -54.3% | +15.4% |
| YTD | +39.2% | +56.3% | -17.1% | +44.3% |
| 1Y | +52.7% | +108.7% | -56.0% | +60.3% |
| All | +52.7% | +108.3% | -55.6% | +60.3% |
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