+186.8%
SO vs ILMN
+61.7%
+125.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +1.0% |
| 7D | -1.1% | -2.6% | +1.5% | -1.0% |
| 30D | +8.6% | -20.6% | +29.2% | +10.3% |
| 3M | +1.8% | +17.5% | -15.7% | -0.5% |
| 6M | +3.6% | +55.6% | -52.0% | -1.5% |
| YTD | +9.9% | +68.3% | -58.4% | +3.3% |
| 1Y | +5.7% | +81.1% | -75.4% | -1.4% |
| 3Y | +52.5% | +112.2% | -59.7% | +36.4% |
| 5Y | +77.3% | -42.6% | +119.9% | +82.8% |
| 10Y | +186.8% | +70.5% | +116.3% | +162.8% |
| All | +186.8% | +61.7% | +125.1% | +162.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling