+129.3%
ILMN vs SCCO
+169.0%
-39.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.2% | -0.5% |
| 7D | -2.9% | -1.9% | -1.0% | -2.3% |
| 30D | -23.8% | -17.4% | -6.4% | -19.6% |
| 3M | +7.5% | -11.7% | +19.1% | +11.6% |
| 6M | +42.8% | -12.1% | +54.9% | +47.1% |
| YTD | +57.8% | +20.9% | +37.0% | +43.3% |
| 1Y | +72.6% | +31.3% | +41.3% | +52.2% |
| 3Y | +129.3% | +170.3% | -41.0% | +42.1% |
| All | +129.3% | +169.0% | -39.7% | +42.1% |
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