+70.5%
ILMN vs SM
+4.9%
+65.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +3.8% |
| 7D | -2.6% | -22.3% | +19.7% | -0.7% |
| 30D | -20.6% | -21.4% | +0.7% | -19.3% |
| 3M | +17.5% | +1.4% | +16.1% | +17.0% |
| 6M | +55.6% | +0.1% | +55.5% | +54.6% |
| YTD | +68.3% | +59.0% | +9.4% | +60.3% |
| 1Y | +81.1% | +64.3% | +16.8% | +71.9% |
| 3Y | +112.2% | -13.1% | +125.3% | +109.0% |
| 5Y | -42.6% | -13.9% | -28.7% | -44.2% |
| 10Y | +70.5% | +1.7% | +68.8% | +42.6% |
| All | +70.5% | +4.9% | +65.6% | +42.6% |
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 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