+154.5%
SO vs ILMN
+32.2%
+122.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.6% |
| 7D | -0.2% | +1.2% | -1.4% | -0.3% |
| 30D | -4.6% | +9.2% | -13.8% | -5.4% |
| 3M | -3.0% | +29.8% | -32.9% | -5.5% |
| 6M | -8.3% | +69.2% | -77.5% | -13.0% |
| YTD | +3.5% | +66.4% | -62.8% | -1.8% |
| 1Y | -0.9% | +123.4% | -124.3% | -9.2% |
| 3Y | +45.4% | +33.2% | +12.2% | +38.8% |
| 5Y | +59.6% | -52.0% | +111.6% | +69.1% |
| All | +154.5% | +32.2% | +122.3% | +129.0% |
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 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