+610.2%
ILMN vs SCHG
+1,135.4%
-525.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.5% |
| 7D | +1.9% | -0.1% | +2.0% | +2.0% |
| 30D | +12.3% | -1.5% | +13.8% | +14.1% |
| 3M | +33.5% | +4.4% | +29.2% | +27.4% |
| 6M | +69.4% | +15.7% | +53.6% | +45.1% |
| YTD | +60.9% | +8.3% | +52.6% | +46.9% |
| 1Y | +115.0% | +14.2% | +100.8% | +85.6% |
| 3Y | +37.0% | +88.3% | -51.3% | -32.2% |
| 5Y | -53.1% | +83.5% | -136.6% | -76.1% |
| 10Y | +27.6% | +444.2% | -416.6% | -81.1% |
| All | +610.2% | +1,135.4% | -525.2% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling