+93.9%
ILMN vs SM
+70.4%
+23.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -15.3% | +10.4% | -5.7% |
| 7D | -21.6% | -21.5% | -0.1% | -22.7% |
| 30D | -22.9% | -11.4% | -11.5% | -23.1% |
| 3M | +11.6% | +0.6% | +11.0% | +12.4% |
| 6M | +62.5% | +0.2% | +62.3% | +65.3% |
| YTD | +72.7% | +69.7% | +3.1% | +86.0% |
| 1Y | +93.9% | +71.6% | +22.3% | +110.6% |
| All | +93.9% | +70.4% | +23.5% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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