+586.8%
SMCI vs ILMN
-43.8%
+630.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.9% | +10.4% | +9.8% |
| 7D | +2.8% | -6.0% | +8.8% | +4.8% |
| 30D | -23.9% | -23.0% | -0.8% | -17.9% |
| 3M | -3.7% | +10.4% | -14.1% | -7.2% |
| 6M | -9.2% | +49.4% | -58.6% | -20.5% |
| YTD | +4.0% | +62.3% | -58.4% | -12.0% |
| 1Y | -21.6% | +73.7% | -95.3% | -35.0% |
| 3Y | +14.4% | +122.5% | -108.1% | -15.1% |
| 5Y | +586.8% | -43.2% | +629.9% | +600.3% |
| All | +586.8% | -43.8% | +630.5% | +600.3% |
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 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