+195.7%
SO vs ILMN
+60.8%
+134.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.7% | +0.3% |
| 7D | -0.1% | -9.8% | +9.7% | +0.7% |
| 30D | +8.7% | -22.7% | +31.4% | +10.7% |
| 3M | +3.4% | +12.1% | -8.7% | +1.5% |
| 6M | +3.7% | +51.5% | -47.8% | -1.3% |
| YTD | +10.0% | +63.9% | -53.8% | +3.6% |
| 1Y | +6.6% | +76.6% | -70.0% | -0.4% |
| 3Y | +52.5% | +124.6% | -72.1% | +35.1% |
| 5Y | +76.1% | -42.7% | +118.8% | +81.3% |
| All | +195.7% | +60.8% | +134.9% | +171.9% |
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