+363.5%
SE vs ILMN
+3.5%
+360.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.7% |
| 7D | -0.5% | -2.9% | +2.4% | +0.8% |
| 30D | -20.9% | -23.8% | +2.9% | -12.3% |
| 3M | -38.9% | +7.5% | -46.4% | -43.2% |
| 6M | -19.4% | +42.8% | -62.2% | -35.3% |
| YTD | -40.9% | +57.8% | -98.8% | -55.2% |
| 1Y | -46.2% | +72.6% | -118.8% | -61.0% |
| 3Y | +63.7% | +129.3% | -65.6% | -13.2% |
| 5Y | -77.9% | -44.5% | -33.4% | -72.8% |
| All | +363.5% | +3.5% | +360.0% | +331.5% |
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