+33.7%
ILMN vs SCHG
+84.7%
-51.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -9.2% | -2.7% | -6.5% | -7.2% |
| 30D | +4.4% | -2.2% | +6.6% | +6.2% |
| 3M | +23.9% | +6.2% | +17.7% | +18.4% |
| 6M | +64.5% | +13.4% | +51.1% | +49.5% |
| YTD | +53.5% | +7.1% | +46.3% | +45.4% |
| 1Y | +110.8% | +12.5% | +98.3% | +92.1% |
| All | +33.7% | +84.7% | -51.0% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling