+812.7%
XOM vs ILMN
+1,401.8%
-589.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | +1.8% | +1.2% | +0.5% | +1.6% |
| 30D | +5.9% | +9.2% | -3.3% | +4.9% |
| 3M | +5.6% | +29.8% | -24.3% | +2.8% |
| 6M | +7.9% | +69.2% | -61.3% | +2.2% |
| YTD | +35.2% | +66.4% | -31.2% | +28.0% |
| 1Y | +46.0% | +123.4% | -77.4% | +33.7% |
| 3Y | +55.0% | +33.2% | +21.9% | +46.8% |
| 5Y | +246.3% | -52.0% | +298.3% | +254.3% |
| 10Y | +181.0% | +33.6% | +147.4% | +156.4% |
| All | +812.7% | +1,401.8% | -589.1% | +490.2% |
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