+1,904.0%
SO vs ILMN
+1,331.5%
+572.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.2% | +8.4% | +0.6% |
| 7D | +0.4% | -28.3% | +28.7% | +1.6% |
| 30D | +9.2% | -24.0% | +33.2% | +10.3% |
| 3M | +1.1% | +4.1% | -3.0% | +0.6% |
| 6M | -1.1% | +49.6% | -50.6% | -3.1% |
| YTD | +9.7% | +58.6% | -48.9% | +7.0% |
| 1Y | +5.5% | +69.9% | -64.4% | +2.6% |
| 3Y | +47.0% | +82.9% | -35.8% | +41.4% |
| 5Y | +77.6% | -47.6% | +125.2% | +78.2% |
| 10Y | +181.0% | +58.8% | +122.2% | +169.9% |
| All | +1,904.0% | +1,331.5% | +572.5% | +1,666.1% |
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