+47.9%
SO vs ILMN
+88.1%
-40.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.5% | -1.1% |
| 7D | -1.5% | -9.7% | +8.2% | -1.5% |
| 30D | +8.1% | -20.4% | +28.5% | +7.9% |
| 3M | +0.2% | +10.0% | -9.8% | -0.2% |
| 6M | +0.4% | +49.5% | -49.1% | -0.3% |
| YTD | +8.5% | +62.5% | -54.0% | +7.6% |
| 1Y | +4.9% | +76.0% | -71.0% | +4.0% |
| 3Y | +47.9% | +94.2% | -46.3% | +46.0% |
| All | +47.9% | +88.1% | -40.1% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling