-52.0%
SOUN vs ILMN
-28.2%
-23.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.6% | -6.3% | -7.3% |
| 7D | -15.5% | +0.7% | -16.2% | -15.8% |
| 30D | -26.2% | -22.7% | -3.5% | -19.0% |
| 3M | -51.4% | +8.6% | -60.0% | -54.9% |
| 6M | -55.3% | +43.8% | -99.2% | -64.3% |
| YTD | -63.9% | +59.8% | -123.7% | -73.0% |
| 1Y | -72.8% | +71.8% | -144.6% | -80.4% |
| 3Y | +101.1% | +119.0% | -17.9% | +25.9% |
| All | -52.0% | -28.2% | -23.8% | -40.4% |
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 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