+355.0%
SE vs ILMN
+6.5%
+348.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.7% | -3.3% |
| 7D | -7.7% | -6.0% | -1.7% | -5.2% |
| 30D | -22.8% | -23.0% | +0.2% | -14.8% |
| 3M | -43.7% | +10.4% | -54.2% | -48.3% |
| 6M | -12.8% | +49.4% | -62.2% | -31.4% |
| YTD | -42.0% | +62.3% | -104.3% | -56.6% |
| 1Y | -48.0% | +73.7% | -121.7% | -62.3% |
| 3Y | +62.7% | +122.5% | -59.8% | -11.8% |
| 5Y | -77.8% | -43.2% | -34.6% | -72.9% |
| All | +355.0% | +6.5% | +348.6% | +318.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling