-48.8%
SE vs ILMN
+92.1%
-140.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.9% | +9.4% | +5.5% |
| 7D | +6.7% | -21.6% | +28.2% | +11.9% |
| 30D | -17.2% | -22.9% | +5.7% | -12.9% |
| 3M | -28.0% | +11.6% | -39.6% | -32.3% |
| 6M | -6.1% | +62.5% | -68.7% | -25.5% |
| YTD | -37.1% | +72.7% | -109.9% | -52.0% |
| 1Y | -48.8% | +93.9% | -142.6% | -63.5% |
| All | -48.8% | +92.1% | -140.9% | -63.5% |
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