+849.4%
XOM vs ILMN
+1,366.8%
-517.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.1% | +0.1% |
| 7D | -11.4% | -9.7% | -1.7% | -10.6% |
| 30D | +1.1% | -20.4% | +21.5% | +2.9% |
| 3M | +7.8% | +10.0% | -2.2% | +6.2% |
| 6M | +13.0% | +49.5% | -36.4% | +8.0% |
| YTD | +40.6% | +62.5% | -21.9% | +32.7% |
| 1Y | +49.1% | +76.0% | -26.9% | +39.6% |
| 3Y | +72.9% | +94.2% | -21.3% | +57.4% |
| 5Y | +204.0% | -46.3% | +250.3% | +206.2% |
| 10Y | +205.7% | +62.7% | +143.0% | +174.1% |
| All | +849.4% | +1,366.8% | -517.4% | +512.1% |
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