+20.0%
ILMN vs SEI
+616.9%
-596.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.7% | -5.7% | -1.5% |
| 7D | -6.0% | +12.4% | -18.4% | -7.5% |
| 30D | -23.0% | -18.3% | -4.8% | -21.6% |
| 3M | +10.4% | +10.4% | 0.0% | +7.9% |
| 6M | +49.4% | -12.9% | +62.3% | +48.5% |
| YTD | +62.3% | +41.8% | +20.5% | +49.6% |
| 1Y | +73.7% | +30.3% | +43.4% | +61.2% |
| 3Y | +122.5% | +697.3% | -574.8% | +45.3% |
| 5Y | -43.2% | +877.0% | -920.1% | -65.3% |
| All | +20.0% | +616.9% | -596.9% | -26.2% |
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