+123.4%
ILMN vs SCHG
+16.6%
+106.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.0% |
| 7D | +1.2% | -0.7% | +1.9% | +1.7% |
| 30D | +9.2% | +0.2% | +9.0% | +9.0% |
| 3M | +29.8% | +2.2% | +27.6% | +28.1% |
| 6M | +69.2% | +15.0% | +54.2% | +54.2% |
| YTD | +66.4% | +9.2% | +57.2% | +59.6% |
| 1Y | +123.4% | +15.7% | +107.7% | +79.9% |
| All | +123.4% | +16.6% | +106.8% | +79.9% |
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