+73.7%
ILMN vs SEI
+32.3%
+41.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.7% | -1.3% |
| 7D | -6.0% | +12.4% | -18.4% | -7.0% |
| 30D | -23.0% | -18.3% | -4.8% | -22.9% |
| 3M | +10.4% | +10.4% | 0.0% | +9.8% |
| 6M | +49.4% | -12.9% | +62.3% | +47.9% |
| YTD | +62.3% | +41.8% | +20.5% | +58.1% |
| 1Y | +73.7% | +30.3% | +43.4% | +69.9% |
| All | +73.7% | +32.3% | +41.4% | +69.9% |
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