-85.6%
SMR vs ILMN
+92.1%
-177.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.4% | -2.9% |
| 7D | -9.5% | -21.6% | +12.0% | -3.0% |
| 30D | -33.2% | -22.9% | -10.3% | -28.2% |
| 3M | -45.9% | +11.6% | -57.5% | -49.7% |
| 6M | -57.9% | +62.5% | -120.4% | -66.5% |
| YTD | -63.8% | +72.7% | -136.5% | -76.0% |
| 1Y | -85.6% | +93.9% | -179.5% | -92.2% |
| All | -85.6% | +92.1% | -177.7% | -92.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling