+69.2%
ILMN vs SM
+58.1%
+11.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | -1.7% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +9.2% | +26.3% | -17.1% | +11.4% |
| 3M | +29.8% | +8.7% | +21.2% | +31.4% |
| 6M | +69.2% | +51.7% | +17.5% | +77.9% |
| All | +69.2% | +58.1% | +11.1% | +77.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling