+72.6%
ILMN vs SEI
+35.9%
+36.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -2.9% | +10.5% | -13.3% | -3.7% |
| 30D | -23.8% | -8.0% | -15.8% | -23.8% |
| 3M | +7.5% | +6.7% | +0.7% | +7.1% |
| 6M | +42.8% | -17.0% | +59.8% | +41.6% |
| YTD | +57.8% | +39.7% | +18.2% | +54.5% |
| 1Y | +72.6% | +43.2% | +29.4% | +67.9% |
| All | +72.6% | +35.9% | +36.7% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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