+93.9%
ILMN vs SCHG
+5.5%
+88.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -5.9% |
| 7D | -21.6% | -2.5% | -19.0% | -19.7% |
| 30D | -22.9% | -5.4% | -17.4% | -19.6% |
| 3M | +11.6% | -2.2% | +13.7% | +14.1% |
| 6M | +62.5% | +5.2% | +57.4% | +59.6% |
| YTD | +72.7% | +6.8% | +65.9% | +70.6% |
| 1Y | +93.9% | +5.9% | +87.9% | +92.4% |
| All | +93.9% | +5.5% | +88.3% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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