+73.7%
ILMN vs SM
+72.9%
+0.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.6% | -6.5% | -0.7% |
| 7D | -6.0% | +0.3% | -6.3% | -6.0% |
| 30D | -23.0% | -17.3% | -5.7% | -23.7% |
| 3M | +10.4% | -3.6% | +14.0% | +10.9% |
| 6M | +49.4% | +2.9% | +46.5% | +52.2% |
| YTD | +62.3% | +70.2% | -7.9% | +72.3% |
| 1Y | +73.7% | +66.5% | +7.2% | +85.2% |
| All | +73.7% | +72.9% | +0.7% | +85.2% |
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