+1,791.7%
SO vs ILMN
+1,401.8%
+389.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.7% |
| 7D | -0.2% | +1.2% | -1.4% | -0.2% |
| 30D | -4.6% | +9.2% | -13.8% | -5.0% |
| 3M | -3.0% | +29.8% | -32.9% | -4.2% |
| 6M | -8.3% | +69.2% | -77.5% | -10.4% |
| YTD | +3.5% | +66.4% | -62.8% | +1.1% |
| 1Y | -0.9% | +123.4% | -124.3% | -4.6% |
| 3Y | +45.4% | +33.2% | +12.2% | +42.0% |
| 5Y | +59.6% | -52.0% | +111.6% | +61.1% |
| 10Y | +156.6% | +33.6% | +123.0% | +147.9% |
| All | +1,791.7% | +1,401.8% | +389.9% | +1,568.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling