+1,045.4%
ILMN vs SCCO
+36,136.5%
-35,091.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +1.2% | -5.3% | +6.5% | +2.8% |
| 30D | +9.2% | +2.7% | +6.5% | +8.3% |
| 3M | +29.8% | +4.2% | +25.6% | +27.1% |
| 6M | +69.2% | -0.6% | +69.8% | +66.2% |
| YTD | +66.4% | +45.0% | +21.4% | +43.8% |
| 1Y | +123.4% | +109.3% | +14.1% | +71.9% |
| 3Y | +33.2% | +180.8% | -147.6% | -8.3% |
| 5Y | -52.0% | +314.3% | -366.2% | -71.3% |
| 10Y | +33.6% | +1,083.3% | -1,049.7% | -44.0% |
| All | +1,045.4% | +36,136.5% | -35,091.1% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling