+59.7%
ILMN vs SUI
+117.1%
-57.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.3% |
| 7D | -9.8% | +3.4% | -13.2% | -11.3% |
| 30D | -22.7% | +4.6% | -27.3% | -24.9% |
| 3M | +12.1% | +1.6% | +10.5% | +10.2% |
| 6M | +51.5% | -3.5% | +54.9% | +51.9% |
| YTD | +63.9% | -1.0% | +64.9% | +61.4% |
| 1Y | +76.6% | -1.7% | +78.3% | +74.4% |
| 3Y | +124.6% | +18.4% | +106.2% | +99.8% |
| 5Y | -42.7% | -26.3% | -16.4% | -37.6% |
| 10Y | +59.7% | +123.3% | -63.7% | +36.9% |
| All | +59.7% | +117.1% | -57.5% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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