+365.1%
SE vs ILMN
+4.0%
+361.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -8.2% | +2.5% | -2.1% |
| 7D | -1.2% | -28.3% | +27.1% | +13.0% |
| 30D | -21.7% | -24.0% | +2.3% | -13.0% |
| 3M | -34.2% | +4.1% | -38.3% | -37.9% |
| 6M | -10.5% | +49.6% | -60.0% | -29.6% |
| YTD | -40.7% | +58.6% | -99.3% | -55.1% |
| 1Y | -52.1% | +69.9% | -121.9% | -64.9% |
| 3Y | +68.9% | +82.9% | -14.0% | +2.3% |
| 5Y | -78.9% | -47.6% | -31.3% | -73.1% |
| All | +365.1% | +4.0% | +361.1% | +332.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling