+286.7%
SMH vs ILMN
+37.1%
+249.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.9% |
| 7D | +5.2% | +1.9% | +3.3% | +4.7% |
| 30D | -1.5% | +12.3% | -13.8% | -4.2% |
| 3M | -4.1% | +33.5% | -37.6% | -10.4% |
| 6M | +50.8% | +69.4% | -18.6% | +33.3% |
| YTD | +59.3% | +60.9% | -1.6% | +41.6% |
| 1Y | +94.1% | +115.0% | -20.9% | +58.9% |
| 3Y | +286.7% | +37.0% | +249.7% | +251.5% |
| All | +286.7% | +37.1% | +249.7% | +251.5% |
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