+123.4%
ILMN vs SM
+36.8%
+86.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.6% |
| 7D | +1.2% | -0.5% | +1.7% | +1.2% |
| 30D | +9.2% | +25.6% | -16.4% | +9.9% |
| 3M | +29.8% | +8.0% | +21.8% | +30.7% |
| 6M | +69.2% | +50.8% | +18.4% | +69.5% |
| YTD | +66.4% | +97.9% | -31.5% | +64.2% |
| 1Y | +123.4% | +33.8% | +89.6% | +121.8% |
| All | +123.4% | +36.8% | +86.6% | +121.8% |
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