-78.2%
SE vs ILMN
-44.2%
-33.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.3% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -22.3% | -22.7% | +0.4% | -15.2% |
| 3M | -41.8% | +8.6% | -50.5% | -45.9% |
| 6M | -22.4% | +43.8% | -66.2% | -36.9% |
| YTD | -41.6% | +59.8% | -101.4% | -55.0% |
| 1Y | -48.0% | +71.8% | -119.8% | -61.3% |
| 3Y | +63.9% | +119.0% | -55.1% | -10.2% |
| 5Y | -78.2% | -43.8% | -34.3% | -65.5% |
| All | -78.2% | -44.2% | -33.9% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling