-50.5%
SE vs ILMN
+74.7%
-125.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.9% |
| 7D | 0.0% | -9.8% | +9.8% | +2.2% |
| 30D | -19.4% | -22.7% | +3.4% | -15.3% |
| 3M | -33.1% | +12.1% | -45.2% | -37.5% |
| 6M | -11.4% | +51.5% | -62.9% | -28.5% |
| YTD | -39.8% | +63.9% | -103.7% | -53.8% |
| 1Y | -50.5% | +76.6% | -127.0% | -64.1% |
| All | -50.5% | +74.7% | -125.2% | -64.1% |
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