+1,529.8%
SMH vs ILMN
+1,401.8%
+128.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.9% |
| 7D | +2.5% | +1.2% | +1.3% | +2.2% |
| 30D | -0.5% | +9.2% | -9.7% | -2.4% |
| 3M | -9.6% | +29.8% | -39.5% | -14.5% |
| 6M | +42.1% | +69.2% | -27.1% | +27.3% |
| YTD | +57.4% | +66.4% | -8.9% | +40.9% |
| 1Y | +96.2% | +123.4% | -27.2% | +64.1% |
| 3Y | +267.9% | +33.2% | +234.8% | +232.4% |
| 5Y | +327.7% | -52.0% | +379.6% | +358.5% |
| 10Y | +1,764.6% | +33.6% | +1,731.0% | +1,535.3% |
| All | +1,529.8% | +1,401.8% | +128.0% | +562.9% |
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