+4,419.4%
SMCI vs ILMN
+1,416.3%
+3,003.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +5.0% |
| 7D | +6.8% | +1.2% | +5.5% | +6.3% |
| 30D | +30.6% | +9.2% | +21.4% | +26.8% |
| 3M | -15.6% | +29.8% | -45.4% | -22.5% |
| 6M | +21.3% | +69.2% | -47.9% | +3.2% |
| YTD | +35.3% | +66.4% | -31.1% | +14.4% |
| 1Y | -2.7% | +123.4% | -126.1% | -25.6% |
| 3Y | +40.3% | +33.2% | +7.1% | +21.5% |
| 5Y | +941.8% | -52.0% | +993.8% | +1,051.9% |
| 10Y | +1,687.4% | +33.6% | +1,653.7% | +1,277.7% |
| All | +4,419.4% | +1,416.3% | +3,003.1% | +1,495.3% |
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