-53.1%
ILMN vs SEI
+924.7%
-977.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +16.3% | -19.6% | -4.8% |
| 7D | +1.9% | +28.8% | -27.0% | -0.7% |
| 30D | +12.3% | +10.4% | +1.9% | +10.9% |
| 3M | +33.5% | -11.4% | +45.0% | +33.6% |
| 6M | +69.4% | +31.2% | +38.2% | +61.7% |
| YTD | +60.9% | +39.7% | +21.2% | +51.3% |
| 1Y | +115.0% | +149.0% | -34.0% | +86.9% |
| 3Y | +37.0% | +560.2% | -523.2% | -5.4% |
| 5Y | -53.1% | +955.7% | -1,008.8% | -68.1% |
| All | -53.1% | +924.7% | -977.8% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling