-54.1%
ILMN vs SIRI
-44.1%
-10.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.7% |
| 7D | -3.9% | -3.9% | 0.0% | -3.1% |
| 30D | +6.9% | -0.8% | +7.7% | +7.0% |
| 3M | +28.1% | +4.3% | +23.8% | +26.7% |
| 6M | +65.0% | +34.1% | +30.9% | +54.0% |
| YTD | +56.3% | +47.3% | +9.0% | +42.8% |
| 1Y | +108.7% | +22.9% | +85.8% | +97.3% |
| 3Y | +33.1% | -24.6% | +57.6% | +34.6% |
| 5Y | -54.1% | -43.2% | -10.9% | -49.6% |
| All | -54.1% | -44.1% | -10.0% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling