+116.0%
ILMN vs SOLS
+23.7%
+92.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.8% | -2.7% |
| 7D | -9.8% | +5.3% | -15.1% | -10.1% |
| 30D | -22.7% | +6.0% | -28.7% | -22.9% |
| 3M | +12.1% | +7.9% | +4.1% | +12.5% |
| 6M | +51.5% | -16.7% | +68.2% | +49.9% |
| YTD | +63.9% | +34.3% | +29.6% | +75.6% |
| 1Y | +76.6% | +38.2% | +38.3% | +90.4% |
| All | +116.0% | +23.7% | +92.3% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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