+110.8%
ILMN vs SCCO
+105.0%
+5.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.2% | +5.4% | -1.0% |
| 7D | -9.2% | -2.7% | -6.5% | -8.9% |
| 30D | +4.4% | -0.2% | +4.5% | +4.4% |
| 3M | +23.9% | +17.8% | +6.1% | +21.5% |
| 6M | +64.5% | +2.3% | +62.3% | +63.1% |
| YTD | +53.5% | +41.6% | +11.9% | +43.2% |
| 1Y | +110.8% | +101.9% | +8.9% | +86.5% |
| All | +110.8% | +105.0% | +5.8% | +86.5% |
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