+328.5%
SMH vs ILMN
-51.8%
+380.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.0% |
| 7D | +2.5% | +1.2% | +1.3% | +2.1% |
| 30D | -0.5% | +9.2% | -9.7% | -3.2% |
| 3M | -9.6% | +29.8% | -39.5% | -16.6% |
| 6M | +42.1% | +69.2% | -27.1% | +21.1% |
| YTD | +57.4% | +66.4% | -8.9% | +33.7% |
| 1Y | +96.2% | +123.4% | -27.2% | +50.0% |
| 3Y | +267.9% | +33.2% | +234.8% | +217.4% |
| All | +328.5% | -51.8% | +380.4% | +463.7% |
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