+78.8%
SE vs ILMN
+103.6%
-24.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.6% | +2.4% |
| 7D | +3.3% | -2.6% | +5.8% | +3.6% |
| 30D | -18.2% | -20.6% | +2.5% | -15.8% |
| 3M | -31.3% | +17.5% | -48.7% | -33.5% |
| 6M | -10.1% | +55.6% | -65.7% | -17.1% |
| YTD | -38.9% | +68.3% | -107.2% | -44.3% |
| 1Y | -48.0% | +81.1% | -129.1% | -53.0% |
| 3Y | +78.8% | +112.2% | -33.3% | +68.5% |
| All | +78.8% | +103.6% | -24.8% | +68.5% |
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 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