+21.2%
ILMN vs SIRI
-11.0%
+32.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.1% |
| 7D | -9.2% | -3.0% | -6.2% | -8.5% |
| 30D | +4.4% | +1.3% | +3.1% | +4.0% |
| 3M | +23.9% | +5.6% | +18.3% | +21.6% |
| 6M | +64.5% | +35.2% | +29.4% | +50.1% |
| YTD | +53.5% | +49.1% | +4.4% | +36.0% |
| 1Y | +110.8% | +26.8% | +84.0% | +94.1% |
| 3Y | +30.7% | -23.7% | +54.3% | +32.4% |
| 5Y | -54.8% | -41.8% | -13.0% | -52.9% |
| All | +21.2% | -11.0% | +32.2% | -3.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling