-80.9%
SMR vs ILMN
+79.5%
-160.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.6% | +3.5% | +5.8% |
| 7D | +1.7% | -2.6% | +4.2% | +2.9% |
| 30D | -24.4% | -20.6% | -3.8% | -19.3% |
| 3M | -44.6% | +17.5% | -62.1% | -48.8% |
| 6M | -56.7% | +55.6% | -112.3% | -64.0% |
| YTD | -61.6% | +68.3% | -129.9% | -73.4% |
| All | -80.9% | +79.5% | -160.4% | -87.5% |
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 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