+101.7%
SMR vs ILMN
+118.2%
-16.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.8% |
| 7D | -8.3% | -2.9% | -5.4% | -7.1% |
| 30D | -20.1% | -23.8% | +3.8% | -11.5% |
| 3M | -52.7% | +7.5% | -60.1% | -54.9% |
| 6M | -61.0% | +42.8% | -103.8% | -67.2% |
| YTD | -67.1% | +57.8% | -124.9% | -73.8% |
| 1Y | -79.9% | +72.6% | -152.5% | -84.6% |
| 3Y | +101.7% | +129.3% | -27.6% | +3.9% |
| All | +101.7% | +118.2% | -16.5% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling