+196.4%
SO vs ILMN
+54.3%
+142.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | +1.4% | -2.9% | +4.2% | +1.6% |
| 30D | +4.7% | -23.8% | +28.5% | +6.7% |
| 3M | +1.7% | +7.5% | -5.8% | +0.2% |
| 6M | +2.2% | +42.8% | -40.6% | -2.2% |
| YTD | +10.0% | +57.8% | -47.9% | +3.8% |
| 1Y | +6.0% | +72.6% | -66.6% | -0.8% |
| 3Y | +54.1% | +129.3% | -75.2% | +35.9% |
| 5Y | +79.6% | -44.5% | +124.1% | +85.4% |
| All | +196.4% | +54.3% | +142.1% | +172.8% |
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