+175.2%
SO vs ILMN
+60.6%
+114.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.5% | -1.3% |
| 7D | -1.5% | -9.7% | +8.2% | -0.7% |
| 30D | +8.1% | -20.4% | +28.5% | +9.7% |
| 3M | +0.2% | +10.0% | -9.8% | -1.5% |
| 6M | +0.4% | +49.5% | -49.1% | -4.3% |
| YTD | +8.5% | +62.5% | -54.0% | +2.2% |
| 1Y | +4.9% | +76.0% | -71.0% | -2.0% |
| 3Y | +47.9% | +94.2% | -46.3% | +33.5% |
| 5Y | +75.7% | -46.3% | +122.0% | +82.6% |
| All | +175.2% | +60.6% | +114.6% | +150.9% |
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