+23.0%
ILMN vs SEI
+507.3%
-484.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -5.0% | -2.0% |
| 7D | +1.2% | +10.2% | -9.0% | 0.0% |
| 30D | +9.2% | -1.0% | +10.2% | +9.0% |
| 3M | +29.8% | -27.9% | +57.8% | +33.4% |
| 6M | +69.2% | +10.4% | +58.8% | +63.8% |
| YTD | +66.4% | +20.1% | +46.2% | +57.9% |
| 1Y | +123.4% | +109.7% | +13.7% | +94.4% |
| 3Y | +33.2% | +458.6% | -425.5% | -8.0% |
| 5Y | -52.0% | +775.3% | -827.2% | -70.1% |
| All | +23.0% | +507.3% | -484.3% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling