+93.9%
ILMN vs SIRI
+59.9%
+34.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.4% | -13.3% | -5.4% |
| 7D | -21.6% | +22.3% | -43.8% | -23.1% |
| 30D | -22.9% | +26.9% | -49.8% | -24.8% |
| 3M | +11.6% | +9.6% | +2.0% | +10.6% |
| 6M | +62.5% | +27.2% | +35.4% | +56.5% |
| YTD | +72.7% | +72.4% | +0.3% | +49.6% |
| 1Y | +93.9% | +59.9% | +33.9% | +74.5% |
| All | +93.9% | +59.9% | +34.0% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling