-3.6%
SMR vs ILMN
-31.2%
+27.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | 0.0% |
| 7D | +4.4% | +1.2% | +3.2% | +4.0% |
| 30D | +3.4% | +9.2% | -5.8% | +0.4% |
| 3M | -19.2% | +29.8% | -49.0% | -25.8% |
| 6M | -22.6% | +69.2% | -91.8% | -34.9% |
| YTD | -31.5% | +66.4% | -97.9% | -42.7% |
| 1Y | -73.1% | +123.4% | -196.5% | -79.6% |
| 3Y | +55.0% | +33.2% | +21.8% | +24.9% |
| All | -3.6% | -31.2% | +27.6% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling