+37.0%
ILMN vs SEI
+565.9%
-528.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +16.3% | -19.6% | -4.5% |
| 7D | +1.9% | +28.8% | -27.0% | -0.2% |
| 30D | +12.3% | +10.4% | +1.9% | +11.1% |
| 3M | +33.5% | -11.4% | +45.0% | +33.6% |
| 6M | +69.4% | +31.2% | +38.2% | +62.9% |
| YTD | +60.9% | +39.7% | +21.2% | +52.8% |
| 1Y | +115.0% | +149.0% | -34.0% | +90.6% |
| 3Y | +37.0% | +560.2% | -523.2% | -6.7% |
| All | +37.0% | +565.9% | -528.9% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling