+40.2%
ILMN vs SIRI
-23.5%
+63.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | +1.9% | +4.3% | -2.4% | +0.9% |
| 30D | +12.3% | -2.8% | +15.1% | +13.0% |
| 3M | +33.5% | +5.9% | +27.6% | +31.4% |
| 6M | +69.4% | +31.9% | +37.4% | +57.1% |
| YTD | +60.9% | +48.7% | +12.3% | +44.7% |
| 1Y | +115.0% | +23.2% | +91.7% | +101.5% |
| All | +40.2% | -23.5% | +63.7% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling