+63.9%
SMR vs ILMN
+41.2%
+22.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | +0.2% |
| 7D | +4.4% | +1.2% | +3.2% | +3.8% |
| 30D | +3.4% | +9.2% | -5.8% | -0.7% |
| 3M | -19.2% | +29.8% | -49.0% | -28.3% |
| 6M | -22.6% | +69.2% | -91.8% | -39.3% |
| YTD | -31.5% | +66.4% | -97.9% | -46.8% |
| 1Y | -73.1% | +123.4% | -196.5% | -82.0% |
| All | +63.9% | +41.2% | +22.7% | +11.1% |
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