+108.7%
ILMN vs SEI
+162.2%
-53.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.8% | -8.7% | -3.0% |
| 7D | -3.9% | +28.2% | -32.1% | -4.4% |
| 30D | +6.9% | +15.5% | -8.6% | +6.5% |
| 3M | +28.1% | -1.4% | +29.5% | +27.1% |
| 6M | +65.0% | +37.4% | +27.5% | +62.5% |
| YTD | +56.3% | +47.8% | +8.5% | +53.0% |
| 1Y | +108.7% | +174.3% | -65.6% | +94.0% |
| All | +108.7% | +162.2% | -53.5% | +94.0% |
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