+7.5%
SMR vs ILMN
-35.3%
+42.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.4% |
| 7D | +13.1% | -3.9% | +16.9% | +14.3% |
| 30D | +17.8% | +6.9% | +10.9% | +15.1% |
| 3M | +8.1% | +28.1% | -20.0% | -0.6% |
| 6M | -11.1% | +65.0% | -76.1% | -24.7% |
| YTD | -23.7% | +56.3% | -80.0% | -35.0% |
| 1Y | -69.4% | +108.7% | -178.1% | -76.3% |
| 3Y | +82.6% | +33.1% | +49.5% | +48.6% |
| All | +7.5% | -35.3% | +42.8% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling