+37.0%
ILMN vs SCCO
+210.1%
-173.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.9% | -8.2% | -4.5% |
| 7D | +1.9% | +3.4% | -1.5% | +1.0% |
| 30D | +12.3% | +6.6% | +5.7% | +10.4% |
| 3M | +33.5% | +24.5% | +9.1% | +25.5% |
| 6M | +69.4% | +16.5% | +52.9% | +60.5% |
| YTD | +60.9% | +52.1% | +8.8% | +36.4% |
| 1Y | +115.0% | +114.2% | +0.8% | +59.8% |
| 3Y | +37.0% | +207.4% | -170.4% | -21.0% |
| All | +37.0% | +210.1% | -173.1% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling