+226.8%
SMH vs ILMN
+103.6%
+123.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +4.2% |
| 7D | -4.1% | -2.6% | -1.6% | -3.4% |
| 30D | -19.2% | -20.6% | +1.4% | -15.0% |
| 3M | -16.4% | +17.5% | -33.8% | -19.4% |
| 6M | -14.0% | +55.6% | -69.6% | -22.2% |
| YTD | +35.3% | +68.3% | -33.0% | +19.3% |
| 1Y | +40.4% | +81.1% | -40.7% | +21.7% |
| 3Y | +226.8% | +112.2% | +114.7% | +166.4% |
| All | +226.8% | +103.6% | +123.2% | +166.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling