+2,981.1%
SMCI vs ILMN
+1,356.0%
+1,625.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -1.6% | -9.7% | -10.8% |
| 7D | -0.3% | +0.7% | -1.1% | -0.5% |
| 30D | -30.9% | -22.7% | -8.2% | -25.5% |
| 3M | -28.2% | +8.6% | -36.9% | -30.5% |
| 6M | -17.7% | +43.8% | -61.5% | -27.1% |
| YTD | -7.8% | +59.8% | -67.6% | -21.5% |
| 1Y | -28.8% | +71.8% | -100.6% | -40.7% |
| 3Y | +1.5% | +119.0% | -117.5% | -24.1% |
| 5Y | +517.8% | -43.8% | +561.6% | +549.2% |
| 10Y | +958.4% | +56.4% | +902.0% | +687.2% |
| All | +2,981.1% | +1,356.0% | +1,625.0% | +994.6% |
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