+93.9%
ILMN vs SCCO
+43.0%
+50.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.8% | -5.3% |
| 7D | -21.6% | -7.9% | -13.7% | -20.1% |
| 30D | -22.9% | -13.0% | -9.9% | -20.8% |
| 3M | +11.6% | -6.9% | +18.5% | +13.6% |
| 6M | +62.5% | +11.0% | +51.6% | +62.5% |
| YTD | +72.7% | +30.3% | +42.4% | +56.1% |
| 1Y | +93.9% | +45.0% | +48.9% | +67.4% |
| All | +93.9% | +43.0% | +50.9% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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