+94.2%
ILMN vs SM
-20.0%
+114.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.3% |
| 7D | -9.7% | -25.9% | +16.2% | -6.3% |
| 30D | -20.4% | -15.1% | -5.3% | -18.9% |
| 3M | +10.0% | +4.9% | +5.2% | +8.6% |
| 6M | +49.5% | +6.1% | +43.3% | +46.2% |
| YTD | +62.5% | +63.4% | -0.9% | +43.4% |
| 1Y | +76.0% | +72.5% | +3.5% | +53.0% |
| 3Y | +94.2% | -16.9% | +111.1% | +73.7% |
| All | +94.2% | -20.0% | +114.2% | +73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling