-40.9%
SE vs ILMN
+127.6%
-168.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -6.1% | +1.2% | -7.3% | -6.4% |
| 30D | -2.5% | +9.2% | -11.6% | -4.5% |
| 3M | +21.7% | +29.8% | -8.1% | +13.8% |
| 6M | +27.0% | +69.2% | -42.2% | +11.4% |
| YTD | -12.1% | +66.4% | -78.5% | -22.5% |
| 1Y | -40.9% | +123.4% | -164.3% | -48.8% |
| All | -40.9% | +127.6% | -168.6% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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