+55.8%
SMR vs ILMN
+88.1%
-32.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +2.5% | +13.8% | +15.3% |
| 7D | -9.6% | -9.7% | +0.1% | -5.5% |
| 30D | -33.8% | -20.4% | -13.4% | -28.1% |
| 3M | -46.4% | +10.0% | -56.4% | -49.5% |
| 6M | -62.4% | +49.5% | -111.9% | -69.1% |
| YTD | -64.1% | +62.5% | -126.6% | -71.9% |
| 1Y | -84.3% | +76.0% | -160.3% | -88.1% |
| 3Y | +55.8% | +94.2% | -38.3% | -2.8% |
| All | +55.8% | +88.1% | -32.2% | -2.8% |
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