+986.5%
ILMN vs SCCO
+30,113.0%
-29,126.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.2% |
| 3M | +7.5% | -11.7% | +19.1% | +11.7% |
| 6M | +42.8% | -12.1% | +54.9% | +46.9% |
| YTD | +57.8% | +20.9% | +37.0% | +44.2% |
| 1Y | +72.6% | +31.3% | +41.3% | +53.7% |
| 3Y | +129.3% | +170.3% | -41.0% | +59.9% |
| 5Y | -44.5% | +240.8% | -285.3% | -64.7% |
| 10Y | +54.5% | +683.6% | -629.1% | -26.9% |
| All | +986.5% | +30,113.0% | -29,126.5% | +144.4% |
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 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