-67.1%
SMR vs ILMN
+113.9%
-181.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.3% | +18.5% | +16.5% |
| 7D | +21.4% | +1.9% | +19.5% | +20.2% |
| 30D | +13.8% | +12.3% | +1.6% | +8.7% |
| 3M | +3.9% | +33.5% | -29.6% | -7.4% |
| 6M | -4.2% | +69.4% | -73.6% | -22.3% |
| YTD | -21.1% | +60.9% | -82.0% | -36.6% |
| 1Y | -67.1% | +115.0% | -182.0% | -75.9% |
| All | -67.1% | +113.9% | -181.0% | -75.9% |
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 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