+112.2%
ILMN vs SEI
+668.7%
-556.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.4% | -4.8% | +2.8% |
| 7D | -2.6% | -4.3% | +1.7% | -2.4% |
| 30D | -20.6% | -18.0% | -2.6% | -19.7% |
| 3M | +17.5% | +8.2% | +9.2% | +16.0% |
| 6M | +55.6% | -13.9% | +69.5% | +55.1% |
| YTD | +68.3% | +37.0% | +31.3% | +59.8% |
| 1Y | +81.1% | +24.5% | +56.6% | +73.0% |
| 3Y | +112.2% | +681.1% | -568.9% | +48.0% |
| All | +112.2% | +668.7% | -556.5% | +48.0% |
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 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