+70.3%
SE vs ILMN
+88.1%
-17.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.3% | -0.2% |
| 7D | +2.0% | -9.7% | +11.7% | +3.4% |
| 30D | -20.0% | -20.4% | +0.4% | -17.7% |
| 3M | -31.8% | +10.0% | -41.8% | -33.4% |
| 6M | -15.9% | +49.5% | -65.4% | -22.0% |
| YTD | -40.6% | +62.5% | -103.1% | -45.7% |
| 1Y | -50.7% | +76.0% | -126.7% | -55.3% |
| 3Y | +70.3% | +94.2% | -23.9% | +56.6% |
| All | +70.3% | +88.1% | -17.8% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling