-12.4%
SOUN vs ILMN
-27.7%
+15.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.0% |
| 7D | -4.1% | +1.9% | -6.0% | -5.0% |
| 30D | -18.1% | +12.3% | -30.4% | -22.7% |
| 3M | -12.3% | +33.5% | -45.8% | -24.6% |
| 6M | -18.6% | +69.4% | -88.0% | -37.6% |
| YTD | -34.1% | +60.9% | -95.0% | -49.3% |
| 1Y | -57.0% | +115.0% | -172.0% | -72.1% |
| 3Y | +185.7% | +37.0% | +148.6% | +116.6% |
| All | -12.4% | -27.7% | +15.3% | +12.1% |
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 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