+32.3%
ILMN vs SM
+5.6%
+26.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | -1.4% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +9.2% | +26.3% | -17.1% | +7.2% |
| 3M | +29.8% | +8.7% | +21.2% | +28.7% |
| 6M | +69.2% | +51.7% | +17.5% | +62.6% |
| YTD | +66.4% | +99.0% | -32.7% | +56.1% |
| 1Y | +123.4% | +34.6% | +88.8% | +115.8% |
| 3Y | +33.2% | -7.8% | +40.9% | +30.6% |
| 5Y | -52.0% | +104.8% | -156.7% | -55.7% |
| All | +32.3% | +5.6% | +26.7% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling