+135.9%
ILMN vs SEDG
-61.9%
+197.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.1% | -1.3% |
| 7D | -6.0% | -11.2% | +5.2% | -4.6% |
| 30D | -23.0% | -15.3% | -7.8% | -21.6% |
| 3M | +10.4% | -19.9% | +30.4% | +12.9% |
| 6M | +49.4% | -36.2% | +85.6% | +52.4% |
| YTD | +62.3% | -7.6% | +69.9% | +52.8% |
| 1Y | +73.7% | -40.3% | +114.0% | +74.1% |
| All | +135.9% | -61.9% | +197.8% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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